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 ⓘ | -0.54% | 11.77% | 19.37% |
| Price Trend ⓘ | 0.23 | 0.52 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.56% | 13.02% | 15.41% |
| Max Drawdown ⓘ | -12.09% | -12.09% | -12.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | 0.76 | 1.00 |
| Calmar Ratio ⓘ | -0.04 | 0.97 | 1.60 |
| Sortino Ratio ⓘ | -0.21 | 1.19 | 1.55 |