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 ⓘ | -2.00% | 19.40% | 20.21% |
| Price Trend ⓘ | 0.47 | 0.45 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.82% | 15.99% | 23.55% |
| Max Drawdown ⓘ | -12.90% | -14.95% | -14.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | 1.10 | 0.69 |
| Calmar Ratio ⓘ | -0.15 | 1.30 | 1.35 |
| Sortino Ratio ⓘ | -0.31 | 1.65 | 0.98 |