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 ⓘ | -2.73% | -1.52% | 33.73% |
| Price Trend ⓘ | 0.18 | 0.45 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.28% | 19.42% | 22.39% |
| Max Drawdown ⓘ | -7.49% | -15.11% | -15.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | -0.19 | 1.30 |
| Calmar Ratio ⓘ | -0.36 | -0.10 | 2.17 |
| Sortino Ratio ⓘ | -0.72 | -0.22 | 1.57 |