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 ⓘ | -2.76% | 6.64% | 13.62% |
| Price Trend ⓘ | -0.30 | 0.79 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.76% | 17.59% | 25.05% |
| Max Drawdown ⓘ | -6.33% | -8.89% | -19.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 0.26 | 0.36 |
| Calmar Ratio ⓘ | -0.44 | 0.75 | 0.69 |
| Sortino Ratio ⓘ | -0.63 | 0.38 | 0.42 |