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 ⓘ | -2.53% | 27.34% | 18.45% |
| Price Trend ⓘ | -0.53 | 0.76 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.48% | 19.08% | 28.73% |
| Max Drawdown ⓘ | -11.65% | -12.79% | -22.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.26 | 1.33 | 0.49 |
| Calmar Ratio ⓘ | -0.22 | 2.14 | 0.82 |
| Sortino Ratio ⓘ | -0.35 | 2.23 | 0.71 |