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 ⓘ | -11.77% | 10.83% | 20.04% |
| Price Trend ⓘ | 0.10 | 0.72 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.21% | 21.91% | 28.32% |
| Max Drawdown ⓘ | -17.27% | -17.27% | -17.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | 0.41 | 0.57 |
| Calmar Ratio ⓘ | -0.68 | 0.63 | 1.16 |
| Sortino Ratio ⓘ | -1.01 | 0.58 | 0.86 |