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 ⓘ | -0.98% | 10.97% | 23.10% |
| Price Trend ⓘ | 0.53 | 0.62 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.16% | 11.57% | 22.80% |
| Max Drawdown ⓘ | -5.14% | -6.95% | -20.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | 0.78 | 0.83 |
| Calmar Ratio ⓘ | -0.19 | 1.58 | 1.15 |
| Sortino Ratio ⓘ | -0.46 | 1.25 | 1.18 |