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 ⓘ | -0.08% | 8.97% | 14.59% |
| Price Trend ⓘ | 0.28 | 0.46 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.46% | 15.06% | 23.61% |
| Max Drawdown ⓘ | -8.16% | -11.89% | -20.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | 0.46 | 0.44 |
| Calmar Ratio ⓘ | -0.01 | 0.75 | 0.72 |
| Sortino Ratio ⓘ | -0.18 | 0.68 | 0.64 |