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 ⓘ | -8.80% | 10.94% | 6.56% |
| Price Trend ⓘ | -0.71 | 0.36 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.89% | 24.24% | 33.82% |
| Max Drawdown ⓘ | -19.02% | -19.02% | -22.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | 0.37 | 0.07 |
| Calmar Ratio ⓘ | -0.46 | 0.58 | 0.29 |
| Sortino Ratio ⓘ | -0.83 | 0.59 | 0.09 |