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 ⓘ | -1.14% | 13.41% | 12.38% |
| Price Trend ⓘ | -0.46 | 0.31 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.55% | 17.36% | 30.30% |
| Max Drawdown ⓘ | -9.69% | -12.22% | -28.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | 0.65 | 0.27 |
| Calmar Ratio ⓘ | -0.12 | 1.10 | 0.43 |
| Sortino Ratio ⓘ | -0.19 | 0.90 | 0.35 |