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 ⓘ | -3.16% | 19.33% | 16.12% |
| Price Trend ⓘ | -0.30 | 0.74 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.48% | 15.36% | 26.87% |
| Max Drawdown ⓘ | -12.53% | -12.53% | -15.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | 1.13 | 0.44 |
| Calmar Ratio ⓘ | -0.25 | 1.54 | 1.04 |
| Sortino Ratio ⓘ | -0.76 | 1.94 | 0.51 |