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 ⓘ | -1.30% | 13.02% | 24.46% |
| Price Trend ⓘ | -0.02 | 0.74 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.58% | 12.52% | 14.37% |
| Max Drawdown ⓘ | -9.92% | -9.92% | -9.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | 0.89 | 1.43 |
| Calmar Ratio ⓘ | -0.13 | 1.31 | 2.47 |
| Sortino Ratio ⓘ | -0.32 | 1.36 | 2.13 |