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 ⓘ | -14.59% | 0.28% | 29.60% |
| Price Trend ⓘ | -0.86 | 0.19 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.47% | 17.70% | 23.54% |
| Max Drawdown ⓘ | -19.32% | -19.32% | -19.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.15 | -0.09 | 1.09 |
| Calmar Ratio ⓘ | -0.76 | 0.01 | 1.53 |
| Sortino Ratio ⓘ | -2.00 | -0.14 | 1.76 |