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 ⓘ | -4.90% | 7.02% | 19.16% |
| Price Trend ⓘ | -0.89 | 0.40 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.75% | 9.25% | 16.16% |
| Max Drawdown ⓘ | -9.20% | -9.20% | -9.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | 0.54 | 0.93 |
| Calmar Ratio ⓘ | -0.53 | 0.76 | 2.08 |
| Sortino Ratio ⓘ | -1.19 | 0.83 | 1.24 |