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 ⓘ | -5.69% | -2.85% | 15.71% |
| Price Trend ⓘ | -0.76 | 0.13 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.64% | 16.85% | 26.42% |
| Max Drawdown ⓘ | -12.00% | -12.51% | -12.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.63 | -0.29 | 0.43 |
| Calmar Ratio ⓘ | -0.47 | -0.23 | 1.26 |
| Sortino Ratio ⓘ | -0.71 | -0.28 | 0.52 |