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 ⓘ | 1.10% | -9.16% | 28.90% |
| Price Trend ⓘ | -0.24 | -0.84 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.43% | 36.59% | 58.02% |
| Max Drawdown ⓘ | -20.90% | -34.51% | -34.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.01 | -0.30 | 0.43 |
| Calmar Ratio ⓘ | 0.05 | -0.27 | 0.84 |
| Sortino Ratio ⓘ | 0.01 | -0.46 | 0.59 |