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 ⓘ | -0.42% | -6.20% | 18.69% |
| Price Trend ⓘ | -0.06 | -0.80 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.47% | 15.69% | 24.49% |
| Max Drawdown ⓘ | -9.14% | -21.90% | -21.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | -0.52 | 0.59 |
| Calmar Ratio ⓘ | -0.05 | -0.28 | 0.85 |
| Sortino Ratio ⓘ | -0.30 | -0.65 | 0.85 |