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 ⓘ | -1.87% | 10.59% | 38.22% |
| Price Trend ⓘ | -0.01 | 0.78 | 0.97 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.47% | 14.22% | 18.12% |
| Max Drawdown ⓘ | -8.04% | -8.04% | -8.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.35 | 0.60 | 1.86 |
| Calmar Ratio ⓘ | -0.23 | 1.32 | 4.75 |
| Sortino Ratio ⓘ | -0.41 | 0.70 | 2.30 |