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 ⓘ | -12.34% | -8.70% | 32.83% |
| Price Trend ⓘ | -0.73 | -0.60 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.36% | 21.60% | 37.91% |
| Max Drawdown ⓘ | -22.70% | -23.18% | -34.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.49 | 0.76 |
| Calmar Ratio ⓘ | -0.54 | -0.38 | 0.96 |
| Sortino Ratio ⓘ | -1.14 | -0.66 | 1.09 |