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 ⓘ | -4.41% | 7.94% | 29.39% |
| Price Trend ⓘ | -0.48 | -0.50 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.67% | 14.55% | 20.37% |
| Max Drawdown ⓘ | -14.33% | -16.39% | -16.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | 0.41 | 1.24 |
| Calmar Ratio ⓘ | -0.31 | 0.48 | 1.79 |
| Sortino Ratio ⓘ | -0.49 | 0.46 | 1.57 |