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 ⓘ | -14.92% | 5.12% | 27.62% |
| Price Trend ⓘ | -0.53 | 0.30 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.34% | 18.32% | 24.48% |
| Max Drawdown ⓘ | -16.47% | -16.47% | -16.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | 0.18 | 0.97 |
| Calmar Ratio ⓘ | -0.91 | 0.31 | 1.68 |
| Sortino Ratio ⓘ | -1.76 | 0.29 | 1.61 |