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 ⓘ | -6.43% | 16.59% | 38.54% |
| Price Trend ⓘ | -0.79 | 0.66 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.51% | 14.87% | 20.28% |
| Max Drawdown ⓘ | -13.58% | -13.58% | -13.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | 0.99 | 1.71 |
| Calmar Ratio ⓘ | -0.47 | 1.22 | 2.84 |
| Sortino Ratio ⓘ | -1.40 | 1.77 | 2.63 |