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 ⓘ | -1.04% | 14.29% | 24.04% |
| Price Trend ⓘ | 0.37 | 0.78 | 0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.43% | 10.62% | 13.92% |
| Max Drawdown ⓘ | -7.27% | -7.27% | -7.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | 1.17 | 1.44 |
| Calmar Ratio ⓘ | -0.14 | 1.97 | 3.31 |
| Sortino Ratio ⓘ | -0.38 | 1.97 | 2.22 |