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 ⓘ | -3.29% | 17.83% | 39.59% |
| Price Trend ⓘ | -0.50 | 0.22 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.18% | 29.35% | 45.17% |
| Max Drawdown ⓘ | -25.15% | -25.15% | -36.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.54 | 0.78 |
| Calmar Ratio ⓘ | -0.13 | 0.71 | 1.09 |
| Sortino Ratio ⓘ | -0.17 | 0.61 | 0.85 |