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 ⓘ | -6.72% | 13.16% | 24.67% |
| Price Trend ⓘ | -0.65 | 0.65 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.26% | 16.37% | 26.22% |
| Max Drawdown ⓘ | -10.38% | -10.38% | -16.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | 0.68 | 0.77 |
| Calmar Ratio ⓘ | -0.65 | 1.27 | 1.49 |
| Sortino Ratio ⓘ | -0.85 | 0.81 | 0.96 |