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 ⓘ | -5.93% | 2.96% | 16.37% |
| Price Trend ⓘ | -0.88 | -0.24 | 0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.95% | 9.83% | 16.79% |
| Max Drawdown ⓘ | -10.88% | -10.88% | -10.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.99 | 0.10 | 0.73 |
| Calmar Ratio ⓘ | -0.55 | 0.27 | 1.50 |
| Sortino Ratio ⓘ | -1.57 | 0.17 | 1.14 |