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 ⓘ | -10.90% | 29.04% | 18.27% |
| Price Trend ⓘ | -0.68 | 0.75 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.22% | 19.44% | 26.52% |
| Max Drawdown ⓘ | -12.48% | -12.48% | -17.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.05 | 1.40 | 0.54 |
| Calmar Ratio ⓘ | -0.87 | 2.33 | 1.06 |
| Sortino Ratio ⓘ | -1.43 | 2.74 | 0.91 |