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 ⓘ | -3.90% | 18.95% | 41.08% |
| Price Trend ⓘ | 0.24 | 0.79 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.35% | 18.43% | 21.67% |
| Max Drawdown ⓘ | -12.67% | -12.67% | -12.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.93 | 1.71 |
| Calmar Ratio ⓘ | -0.31 | 1.49 | 3.24 |
| Sortino Ratio ⓘ | -0.54 | 1.32 | 2.49 |