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 ⓘ | -6.73% | 9.17% | 26.25% |
| Price Trend ⓘ | 0.01 | 0.19 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.37% | 19.97% | 24.59% |
| Max Drawdown ⓘ | -14.91% | -19.65% | -19.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | 0.37 | 0.91 |
| Calmar Ratio ⓘ | -0.45 | 0.47 | 1.34 |
| Sortino Ratio ⓘ | -0.73 | 0.53 | 1.32 |