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 ⓘ | -0.36% | 9.67% | 26.76% |
| Price Trend ⓘ | -0.64 | 0.41 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.08% | 10.88% | 16.58% |
| Max Drawdown ⓘ | -6.68% | -6.68% | -8.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | 0.71 | 1.36 |
| Calmar Ratio ⓘ | -0.05 | 1.45 | 3.19 |
| Sortino Ratio ⓘ | -0.27 | 1.07 | 2.06 |