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 ⓘ | -0.53% | 6.70% | 12.51% |
| Price Trend ⓘ | 0.32 | 0.78 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.19% | 24.86% | 29.91% |
| Max Drawdown ⓘ | -11.17% | -18.23% | -27.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | 0.18 | 0.27 |
| Calmar Ratio ⓘ | -0.05 | 0.37 | 0.45 |
| Sortino Ratio ⓘ | -0.13 | 0.26 | 0.38 |