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 ⓘ | -2.93% | 16.70% | 29.35% |
| Price Trend ⓘ | -0.08 | 0.79 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.98% | 17.30% | 26.70% |
| Max Drawdown ⓘ | -8.66% | -12.64% | -20.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | 0.85 | 0.94 |
| Calmar Ratio ⓘ | -0.34 | 1.32 | 1.42 |
| Sortino Ratio ⓘ | -0.40 | 1.27 | 1.22 |