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 ⓘ | -6.32% | 11.55% | 21.18% |
| Price Trend ⓘ | 0.26 | 0.08 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.31% | 16.75% | 23.17% |
| Max Drawdown ⓘ | -16.23% | -20.68% | -20.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.54 | 0.58 | 0.74 |
| Calmar Ratio ⓘ | -0.39 | 0.56 | 1.02 |
| Sortino Ratio ⓘ | -0.74 | 0.79 | 1.05 |