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 ⓘ | -3.10% | 8.82% | 13.08% |
| Price Trend ⓘ | -0.75 | 0.02 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.87% | 18.52% | 23.26% |
| Max Drawdown ⓘ | -11.83% | -12.22% | -12.22% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | 0.36 | 0.37 |
| Calmar Ratio ⓘ | -0.26 | 0.72 | 1.07 |
| Sortino Ratio ⓘ | -0.56 | 0.46 | 0.51 |