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 ⓘ | -2.58% | 0.00% | 14.68% |
| Price Trend ⓘ | -0.54 | 0.25 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.23% | 19.25% | 33.10% |
| Max Drawdown ⓘ | -20.79% | -20.79% | -22.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.11 | 0.32 |
| Calmar Ratio ⓘ | -0.12 | 0.00 | 0.65 |
| Sortino Ratio ⓘ | -0.35 | -0.15 | 0.48 |