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 ⓘ | -3.46% | 5.39% | 28.75% |
| Price Trend ⓘ | -0.02 | 0.77 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.42% | 21.41% | 28.95% |
| Max Drawdown ⓘ | -12.20% | -12.20% | -14.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | 0.17 | 0.86 |
| Calmar Ratio ⓘ | -0.28 | 0.44 | 2.03 |
| Sortino Ratio ⓘ | -0.36 | 0.24 | 1.30 |