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 ⓘ | -4.38% | 31.67% | 33.99% |
| Price Trend ⓘ | -0.53 | 0.73 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.95% | 36.61% | 69.10% |
| Max Drawdown ⓘ | -24.78% | -24.78% | -61.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | 0.81 | 0.43 |
| Calmar Ratio ⓘ | -0.18 | 1.28 | 0.55 |
| Sortino Ratio ⓘ | -0.29 | 1.31 | 0.50 |