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 ⓘ | -5.93% | 17.46% | 14.72% |
| Price Trend ⓘ | -0.41 | 0.81 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.15% | 10.94% | 13.89% |
| Max Drawdown ⓘ | -6.65% | -6.93% | -8.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.84 | 1.43 | 0.78 |
| Calmar Ratio ⓘ | -0.89 | 2.52 | 1.74 |
| Sortino Ratio ⓘ | -1.17 | 2.20 | 1.27 |