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 ⓘ | -0.30% | 8.68% | 35.06% |
| Price Trend ⓘ | 0.55 | 0.83 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.44% | 19.44% | 23.39% |
| Max Drawdown ⓘ | -9.84% | -15.64% | -16.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | 0.34 | 1.30 |
| Calmar Ratio ⓘ | -0.03 | 0.56 | 2.14 |
| Sortino Ratio ⓘ | -0.16 | 0.48 | 1.79 |