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 ⓘ | -7.15% | 12.46% | 27.73% |
| Price Trend ⓘ | -0.73 | 0.52 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.65% | 15.80% | 18.75% |
| Max Drawdown ⓘ | -13.71% | -13.71% | -13.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.69 | 0.67 | 1.27 |
| Calmar Ratio ⓘ | -0.52 | 0.91 | 2.02 |
| Sortino Ratio ⓘ | -1.26 | 1.22 | 2.12 |