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 ⓘ | -2.90% | 9.66% | 15.37% |
| Price Trend ⓘ | -0.04 | 0.37 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.49% | 12.28% | 15.57% |
| Max Drawdown ⓘ | -13.48% | -13.48% | -13.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | 0.64 | 0.73 |
| Calmar Ratio ⓘ | -0.22 | 0.72 | 1.14 |
| Sortino Ratio ⓘ | -0.57 | 0.93 | 1.14 |