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 ⓘ | -0.98% | 19.26% | 10.96% |
| Price Trend ⓘ | -0.48 | 0.58 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.07% | 15.96% | 32.39% |
| Max Drawdown ⓘ | -13.80% | -13.80% | -28.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 1.09 | 0.21 |
| Calmar Ratio ⓘ | -0.07 | 1.40 | 0.38 |
| Sortino Ratio ⓘ | -0.23 | 1.61 | 0.29 |