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 ⓘ | -1.31% | 9.50% | 13.79% |
| Price Trend ⓘ | -0.01 | 0.34 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.29% | 17.99% | 26.58% |
| Max Drawdown ⓘ | -7.56% | -12.64% | -20.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.18 | 0.42 | 0.37 |
| Calmar Ratio ⓘ | -0.17 | 0.75 | 0.67 |
| Sortino Ratio ⓘ | -0.25 | 0.61 | 0.47 |