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 ⓘ | -1.86% | 7.70% | 17.37% |
| Price Trend ⓘ | 0.64 | 0.79 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.65% | 13.04% | 22.16% |
| Max Drawdown ⓘ | -8.30% | -8.30% | -11.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.44 | 0.60 |
| Calmar Ratio ⓘ | -0.22 | 0.93 | 1.47 |
| Sortino Ratio ⓘ | -0.47 | 0.72 | 0.85 |