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 ⓘ | -12.28% | 16.87% | 34.61% |
| Price Trend ⓘ | -0.23 | 0.72 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.28% | 23.72% | 28.87% |
| Max Drawdown ⓘ | -12.68% | -15.80% | -15.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.72 | 0.63 | 1.06 |
| Calmar Ratio ⓘ | -0.97 | 1.07 | 2.19 |
| Sortino Ratio ⓘ | -1.03 | 0.96 | 1.61 |