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 ⓘ | -2.07% | 11.72% | 26.78% |
| Price Trend ⓘ | -0.58 | 0.76 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.79% | 15.61% | 27.63% |
| Max Drawdown ⓘ | -9.18% | -9.32% | -15.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.31 | 0.62 | 0.82 |
| Calmar Ratio ⓘ | -0.23 | 1.26 | 1.69 |
| Sortino Ratio ⓘ | -0.39 | 0.82 | 1.12 |