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 ⓘ | -1.88% | 27.90% | 30.20% |
| Price Trend ⓘ | -0.66 | 0.74 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.17% | 18.44% | 26.28% |
| Max Drawdown ⓘ | -9.79% | -9.79% | -13.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | 1.41 | 1.00 |
| Calmar Ratio ⓘ | -0.19 | 2.85 | 2.21 |
| Sortino Ratio ⓘ | -0.40 | 2.78 | 1.70 |