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 ⓘ | -1.05% | 29.99% | 25.71% |
| Price Trend ⓘ | 0.46 | 0.90 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.55% | 17.87% | 23.41% |
| Max Drawdown ⓘ | -10.85% | -10.85% | -13.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | 1.58 | 0.93 |
| Calmar Ratio ⓘ | -0.10 | 2.77 | 1.93 |
| Sortino Ratio ⓘ | -0.25 | 2.96 | 1.49 |