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 ⓘ | -0.20% | -1.21% | 3.35% |
| Price Trend ⓘ | 0.56 | -0.26 | -0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.87% | 29.14% | 43.74% |
| Max Drawdown ⓘ | -8.33% | -25.02% | -33.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.07 | -0.11 | -0.03 |
| Calmar Ratio ⓘ | -0.02 | -0.05 | 0.10 |
| Sortino Ratio ⓘ | -0.11 | -0.17 | -0.04 |