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 ⓘ | -2.38% | 6.26% | 19.95% |
| Price Trend ⓘ | -0.48 | 0.69 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.91% | 15.25% | 24.03% |
| Max Drawdown ⓘ | -9.83% | -9.83% | -11.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.29 | 0.67 |
| Calmar Ratio ⓘ | -0.24 | 0.64 | 1.74 |
| Sortino Ratio ⓘ | -0.62 | 0.49 | 1.13 |