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 ⓘ | -5.87% | 10.88% | 22.56% |
| Price Trend ⓘ | -0.87 | 0.45 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.74% | 12.57% | 19.77% |
| Max Drawdown ⓘ | -11.49% | -11.49% | -11.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | 0.71 | 0.93 |
| Calmar Ratio ⓘ | -0.51 | 0.95 | 1.96 |
| Sortino Ratio ⓘ | -1.25 | 1.29 | 1.33 |