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 ⓘ | -4.89% | 22.28% | 26.83% |
| Price Trend ⓘ | 0.35 | 0.42 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.34% | 16.28% | 22.03% |
| Max Drawdown ⓘ | -13.31% | -16.21% | -16.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | 1.26 | 1.04 |
| Calmar Ratio ⓘ | -0.37 | 1.37 | 1.65 |
| Sortino Ratio ⓘ | -0.60 | 1.78 | 1.51 |