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 ⓘ | -16.73% | -10.23% | 31.52% |
| Price Trend ⓘ | -0.87 | 0.08 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.21% | 23.65% | 29.98% |
| Max Drawdown ⓘ | -22.90% | -22.90% | -22.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.17 | -0.52 | 0.90 |
| Calmar Ratio ⓘ | -0.73 | -0.45 | 1.38 |
| Sortino Ratio ⓘ | -1.38 | -0.57 | 1.11 |