For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Return ⓘ | -3.47% | 34.87% | 36.48% |
| Price Trend ⓘ | -0.54 | 0.74 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.16% | 36.91% | 69.23% |
| Max Drawdown ⓘ | -24.78% | -24.78% | -61.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | 0.89 | 0.47 |
| Calmar Ratio ⓘ | -0.14 | 1.41 | 0.60 |
| Sortino Ratio ⓘ | -0.24 | 1.45 | 0.55 |