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 ⓘ | -5.34% | 12.41% | 37.07% |
| Price Trend ⓘ | 0.34 | 0.72 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.97% | 22.19% | 27.69% |
| Max Drawdown ⓘ | -16.72% | -16.72% | -16.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.35 | 0.48 | 1.20 |
| Calmar Ratio ⓘ | -0.32 | 0.74 | 2.22 |
| Sortino Ratio ⓘ | -0.60 | 0.83 | 1.96 |