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 ⓘ | -2.38% | 12.61% | 24.07% |
| Price Trend ⓘ | -0.75 | 0.55 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.83% | 13.91% | 20.42% |
| Max Drawdown ⓘ | -14.95% | -14.95% | -14.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | 0.76 | 0.97 |
| Calmar Ratio ⓘ | -0.16 | 0.84 | 1.61 |
| Sortino Ratio ⓘ | -0.60 | 1.36 | 1.72 |