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 ⓘ | -2.07% | 9.74% | 17.01% |
| Price Trend ⓘ | 0.16 | 0.84 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.43% | 14.98% | 21.26% |
| Max Drawdown ⓘ | -8.71% | -8.71% | -13.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | 0.52 | 0.61 |
| Calmar Ratio ⓘ | -0.24 | 1.12 | 1.25 |
| Sortino Ratio ⓘ | -0.30 | 0.68 | 0.82 |