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 ⓘ | -4.31% | -0.91% | 6.57% |
| Price Trend ⓘ | -0.40 | -0.65 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.58% | 23.18% | 38.98% |
| Max Drawdown ⓘ | -14.46% | -19.50% | -28.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | -0.12 | 0.06 |
| Calmar Ratio ⓘ | -0.30 | -0.05 | 0.23 |
| Sortino Ratio ⓘ | -0.65 | -0.20 | 0.08 |