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 ⓘ | -5.48% | 17.49% | 16.17% |
| Price Trend ⓘ | 0.11 | 0.78 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.42% | 13.10% | 16.87% |
| Max Drawdown ⓘ | -12.04% | -12.38% | -12.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | 1.19 | 0.72 |
| Calmar Ratio ⓘ | -0.45 | 1.41 | 1.31 |
| Sortino Ratio ⓘ | -1.00 | 1.85 | 1.18 |