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 ⓘ | -1.96% | 31.36% | 38.19% |
| Price Trend ⓘ | 0.11 | 0.82 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.54% | 31.49% | 57.56% |
| Max Drawdown ⓘ | -16.24% | -16.24% | -44.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | 0.93 | 0.59 |
| Calmar Ratio ⓘ | -0.12 | 1.93 | 0.86 |
| Sortino Ratio ⓘ | -0.28 | 1.18 | 0.86 |