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 ⓘ | -1.05% | 11.40% | 16.25% |
| Price Trend ⓘ | 0.18 | 0.52 | 0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.49% | 22.06% | 35.03% |
| Max Drawdown ⓘ | -14.51% | -14.51% | -30.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | 0.42 | 0.34 |
| Calmar Ratio ⓘ | -0.07 | 0.79 | 0.53 |
| Sortino Ratio ⓘ | -0.21 | 0.59 | 0.51 |