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 ⓘ | -6.77% | 4.69% | 20.85% |
| Price Trend ⓘ | -0.71 | 0.10 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.57% | 11.80% | 17.05% |
| Max Drawdown ⓘ | -10.76% | -10.76% | -10.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.89 | 0.24 | 0.99 |
| Calmar Ratio ⓘ | -0.63 | 0.44 | 1.94 |
| Sortino Ratio ⓘ | -1.77 | 0.48 | 1.73 |