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 ⓘ | -8.37% | -0.54% | 38.97% |
| Price Trend ⓘ | -0.72 | 0.12 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.97% | 23.88% | 30.83% |
| Max Drawdown ⓘ | -15.37% | -19.35% | -21.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.11 | 1.12 |
| Calmar Ratio ⓘ | -0.54 | -0.03 | 1.83 |
| Sortino Ratio ⓘ | -1.57 | -0.18 | 1.79 |