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 ⓘ | -3.14% | 5.81% | 12.07% |
| Price Trend ⓘ | -0.19 | 0.66 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.50% | 19.54% | 24.77% |
| Max Drawdown ⓘ | -10.02% | -15.34% | -22.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 0.19 | 0.30 |
| Calmar Ratio ⓘ | -0.31 | 0.38 | 0.55 |
| Sortino Ratio ⓘ | -0.48 | 0.24 | 0.39 |