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 ⓘ | -10.82% | 14.22% | 32.51% |
| Price Trend ⓘ | -0.56 | 0.48 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.88% | 30.03% | 37.63% |
| Max Drawdown ⓘ | -19.61% | -20.31% | -20.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | 0.41 | 0.75 |
| Calmar Ratio ⓘ | -0.55 | 0.70 | 1.60 |
| Sortino Ratio ⓘ | -0.54 | 0.51 | 0.96 |