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 ⓘ | -15.81% | -6.05% | 5.05% |
| Price Trend ⓘ | -0.77 | 0.39 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.05% | 20.85% | 33.72% |
| Max Drawdown ⓘ | -20.39% | -20.39% | -22.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | -0.37 | 0.04 |
| Calmar Ratio ⓘ | -0.78 | -0.30 | 0.22 |
| Sortino Ratio ⓘ | -1.11 | -0.44 | 0.05 |