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 ⓘ | -3.88% | 14.77% | 17.77% |
| Price Trend ⓘ | -0.54 | 0.45 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.38% | 19.07% | 36.66% |
| Max Drawdown ⓘ | -12.58% | -12.58% | -28.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | 0.67 | 0.37 |
| Calmar Ratio ⓘ | -0.31 | 1.17 | 0.63 |
| Sortino Ratio ⓘ | -0.41 | 0.85 | 0.48 |