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 ⓘ | -3.25% | 18.93% | 42.22% |
| Price Trend ⓘ | 0.31 | 0.84 | 0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.07% | 20.00% | 26.17% |
| Max Drawdown ⓘ | -12.78% | -12.78% | -12.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | 0.85 | 1.46 |
| Calmar Ratio ⓘ | -0.25 | 1.48 | 3.30 |
| Sortino Ratio ⓘ | -0.38 | 1.13 | 1.99 |