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 ⓘ | -2.91% | 14.13% | 19.94% |
| Price Trend ⓘ | 0.13 | 0.77 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.52% | 13.02% | 15.47% |
| Max Drawdown ⓘ | -12.21% | -12.21% | -12.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | 0.94 | 1.03 |
| Calmar Ratio ⓘ | -0.24 | 1.16 | 1.63 |
| Sortino Ratio ⓘ | -0.75 | 1.72 | 1.75 |