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 ⓘ | -6.58% | 23.63% | 51.64% |
| Price Trend ⓘ | -0.63 | 0.70 | 0.93 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.05% | 18.03% | 26.07% |
| Max Drawdown ⓘ | -11.37% | -11.37% | -11.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.62 | 1.21 | 1.83 |
| Calmar Ratio ⓘ | -0.58 | 2.08 | 4.54 |
| Sortino Ratio ⓘ | -0.97 | 2.11 | 3.22 |