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 ⓘ | -2.87% | 5.09% | 29.10% |
| Price Trend ⓘ | -0.07 | -0.43 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.58% | 26.61% | 34.75% |
| Max Drawdown ⓘ | -22.32% | -22.32% | -22.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | 0.12 | 0.72 |
| Calmar Ratio ⓘ | -0.13 | 0.23 | 1.30 |
| Sortino Ratio ⓘ | -0.30 | 0.22 | 1.31 |