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 ⓘ | -1.71% | -2.37% | 11.24% |
| Price Trend ⓘ | -0.70 | -0.38 | 0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.08% | 15.03% | 21.82% |
| Max Drawdown ⓘ | -9.10% | -12.34% | -13.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | -0.29 | 0.32 |
| Calmar Ratio ⓘ | -0.19 | -0.19 | 0.85 |
| Sortino Ratio ⓘ | -0.48 | -0.32 | 0.40 |