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 ⓘ | -3.02% | 4.34% | 23.06% |
| Price Trend ⓘ | 0.26 | 0.85 | 0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.61% | 16.47% | 24.73% |
| Max Drawdown ⓘ | -9.82% | -9.82% | -10.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | 0.15 | 0.77 |
| Calmar Ratio ⓘ | -0.31 | 0.44 | 2.30 |
| Sortino Ratio ⓘ | -0.45 | 0.22 | 1.03 |