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 ⓘ | 0.21% | -6.58% | 9.01% |
| Price Trend ⓘ | -0.57 | 0.13 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.15% | 23.69% | 39.18% |
| Max Drawdown ⓘ | -26.05% | -26.05% | -26.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | -0.36 | 0.13 |
| Calmar Ratio ⓘ | 0.01 | -0.25 | 0.35 |
| Sortino Ratio ⓘ | -0.04 | -0.38 | 0.15 |