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 ⓘ | -0.83% | 13.07% | 14.83% |
| Price Trend ⓘ | 0.02 | 0.70 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.75% | 28.68% | 37.75% |
| Max Drawdown ⓘ | -17.74% | -18.24% | -19.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.09 | 0.39 | 0.29 |
| Calmar Ratio ⓘ | -0.05 | 0.72 | 0.76 |
| Sortino Ratio ⓘ | -0.19 | 0.54 | 0.41 |