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 ⓘ | -8.24% | 9.62% | 29.53% |
| Price Trend ⓘ | -0.73 | 0.35 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.41% | 17.48% | 20.65% |
| Max Drawdown ⓘ | -15.83% | -15.83% | -15.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | 0.45 | 1.24 |
| Calmar Ratio ⓘ | -0.52 | 0.61 | 1.87 |
| Sortino Ratio ⓘ | -1.16 | 0.76 | 1.99 |