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 ⓘ | -0.49% | 27.11% | 25.48% |
| Price Trend ⓘ | 0.44 | 0.81 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.46% | 14.82% | 22.88% |
| Max Drawdown ⓘ | -9.68% | -9.73% | -9.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.14 | 1.70 | 0.94 |
| Calmar Ratio ⓘ | -0.05 | 2.79 | 2.62 |
| Sortino Ratio ⓘ | -0.16 | 2.34 | 1.25 |