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 ⓘ | -8.69% | 1.24% | 15.97% |
| Price Trend ⓘ | -0.25 | -0.44 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.99% | 14.85% | 27.60% |
| Max Drawdown ⓘ | -17.47% | -17.47% | -23.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | -0.05 | 0.43 |
| Calmar Ratio ⓘ | -0.50 | 0.07 | 0.67 |
| Sortino Ratio ⓘ | -1.32 | -0.08 | 0.56 |