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 ⓘ | -2.26% | 6.91% | 8.37% |
| Price Trend ⓘ | -0.74 | 0.67 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.42% | 15.28% | 19.18% |
| Max Drawdown ⓘ | -11.80% | -11.80% | -11.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.25 | 0.33 | 0.23 |
| Calmar Ratio ⓘ | -0.19 | 0.59 | 0.71 |
| Sortino Ratio ⓘ | -0.39 | 0.49 | 0.32 |