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 ⓘ | -7.56% | 7.60% | 2.41% |
| Price Trend ⓘ | -0.59 | 0.44 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.94% | 15.29% | 27.40% |
| Max Drawdown ⓘ | -17.47% | -17.47% | -23.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | 0.36 | -0.07 |
| Calmar Ratio ⓘ | -0.43 | 0.44 | 0.10 |
| Sortino Ratio ⓘ | -1.19 | 0.48 | -0.09 |