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 ⓘ | -5.12% | 10.85% | -3.63% |
| Price Trend ⓘ | -0.57 | 0.67 | 0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.00% | 13.16% | 24.54% |
| Max Drawdown ⓘ | -7.99% | -7.99% | -20.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | 0.67 | -0.32 |
| Calmar Ratio ⓘ | -0.64 | 1.36 | -0.18 |
| Sortino Ratio ⓘ | -1.01 | 1.10 | -0.37 |