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 ⓘ | -1.33% | 26.98% | 47.39% |
| Price Trend ⓘ | 0.46 | 0.81 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.41% | 18.66% | 24.79% |
| Max Drawdown ⓘ | -11.95% | -11.95% | -11.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | 1.34 | 1.75 |
| Calmar Ratio ⓘ | -0.11 | 2.26 | 3.97 |
| Sortino Ratio ⓘ | -0.15 | 1.46 | 2.03 |