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 ⓘ | -3.79% | 11.96% | 23.11% |
| Price Trend ⓘ | -0.83 | 0.58 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.00% | 16.09% | 25.84% |
| Max Drawdown ⓘ | -10.86% | -10.86% | -14.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | 0.62 | 0.73 |
| Calmar Ratio ⓘ | -0.35 | 1.10 | 1.57 |
| Sortino Ratio ⓘ | -0.79 | 1.04 | 1.02 |