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 ⓘ | -0.35% | 0.03% | 20.24% |
| Price Trend ⓘ | -0.41 | 0.01 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.19% | 17.20% | 21.73% |
| Max Drawdown ⓘ | -12.33% | -13.26% | -13.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | -0.12 | 0.72 |
| Calmar Ratio ⓘ | -0.03 | 0.00 | 1.53 |
| Sortino Ratio ⓘ | -0.11 | -0.13 | 0.90 |