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 ⓘ | -2.29% | 19.35% | 27.38% |
| Price Trend ⓘ | -0.69 | 0.66 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.65% | 17.10% | 22.44% |
| Max Drawdown ⓘ | -9.11% | -9.81% | -11.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | 1.01 | 1.02 |
| Calmar Ratio ⓘ | -0.25 | 1.97 | 2.31 |
| Sortino Ratio ⓘ | -0.62 | 1.47 | 1.48 |