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 ⓘ | -5.04% | -6.87% | 12.37% |
| Price Trend ⓘ | -0.72 | -0.04 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.58% | 17.36% | 21.41% |
| Max Drawdown ⓘ | -12.24% | -16.18% | -17.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | -0.52 | 0.36 |
| Calmar Ratio ⓘ | -0.41 | -0.42 | 0.72 |
| Sortino Ratio ⓘ | -1.12 | -0.65 | 0.51 |