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 ⓘ | -0.19% | 15.48% | 8.60% |
| Price Trend ⓘ | -0.60 | 0.56 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.56% | 21.77% | 36.61% |
| Max Drawdown ⓘ | -10.44% | -10.44% | -35.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.09 | 0.62 | 0.12 |
| Calmar Ratio ⓘ | -0.02 | 1.48 | 0.24 |
| Sortino Ratio ⓘ | -0.16 | 1.13 | 0.19 |