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 ⓘ | -13.03% | 6.62% | 26.38% |
| Price Trend ⓘ | -0.90 | 0.46 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.84% | 18.39% | 26.15% |
| Max Drawdown ⓘ | -15.14% | -17.54% | -17.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.28 | 0.26 | 0.86 |
| Calmar Ratio ⓘ | -0.86 | 0.38 | 1.50 |
| Sortino Ratio ⓘ | -2.36 | 0.53 | 1.59 |