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 ⓘ | -21.18% | 12.44% | 13.49% |
| Price Trend ⓘ | -0.92 | 0.44 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.64% | 19.84% | 26.52% |
| Max Drawdown ⓘ | -25.15% | -25.15% | -25.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.75 | 0.53 | 0.36 |
| Calmar Ratio ⓘ | -0.84 | 0.49 | 0.54 |
| Sortino Ratio ⓘ | -2.89 | 0.88 | 0.44 |