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 ⓘ | -0.62% | -6.34% | 5.47% |
| Price Trend ⓘ | -0.45 | -0.49 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.96% | 27.20% | 45.77% |
| Max Drawdown ⓘ | -20.35% | -23.75% | -38.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | -0.30 | 0.03 |
| Calmar Ratio ⓘ | -0.03 | -0.27 | 0.14 |
| Sortino Ratio ⓘ | -0.11 | -0.34 | 0.04 |