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 ⓘ | -9.80% | 19.18% | 25.62% |
| Price Trend ⓘ | -0.53 | 0.49 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.16% | 23.01% | 38.83% |
| Max Drawdown ⓘ | -23.17% | -23.17% | -34.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.63 | 0.74 | 0.55 |
| Calmar Ratio ⓘ | -0.42 | 0.83 | 0.75 |
| Sortino Ratio ⓘ | -0.81 | 1.03 | 0.79 |