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 ⓘ | -1.64% | -9.32% | 3.23% |
| Price Trend ⓘ | -0.22 | -0.67 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.05% | 16.49% | 28.75% |
| Max Drawdown ⓘ | -10.13% | -18.14% | -23.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.69 | -0.03 |
| Calmar Ratio ⓘ | -0.16 | -0.51 | 0.14 |
| Sortino Ratio ⓘ | -0.29 | -0.79 | -0.04 |