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 ⓘ | -6.10% | 4.37% | 7.40% |
| Price Trend ⓘ | -0.88 | 0.38 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.11% | 15.61% | 24.84% |
| Max Drawdown ⓘ | -14.06% | -14.06% | -18.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.70 | 0.15 | 0.13 |
| Calmar Ratio ⓘ | -0.43 | 0.31 | 0.41 |
| Sortino Ratio ⓘ | -1.29 | 0.30 | 0.22 |