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 ⓘ | -3.76% | 12.14% | 16.86% |
| Price Trend ⓘ | -0.42 | 0.75 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.23% | 11.44% | 15.81% |
| Max Drawdown ⓘ | -11.09% | -11.09% | -11.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.56 | 0.90 | 0.82 |
| Calmar Ratio ⓘ | -0.34 | 1.09 | 1.52 |
| Sortino Ratio ⓘ | -0.76 | 1.32 | 1.16 |