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 ⓘ | -2.61% | 15.70% | 26.01% |
| Price Trend ⓘ | 0.47 | 0.24 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.67% | 17.78% | 25.65% |
| Max Drawdown ⓘ | -13.02% | -15.75% | -15.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.26 | 0.78 | 0.86 |
| Calmar Ratio ⓘ | -0.20 | 1.00 | 1.65 |
| Sortino Ratio ⓘ | -0.34 | 1.03 | 1.13 |