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 ⓘ | -4.73% | 0.84% | 30.63% |
| Price Trend ⓘ | -0.42 | 0.46 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.66% | 18.64% | 26.05% |
| Max Drawdown ⓘ | -9.86% | -12.82% | -18.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.54 | -0.07 | 1.00 |
| Calmar Ratio ⓘ | -0.48 | 0.07 | 1.67 |
| Sortino Ratio ⓘ | -0.69 | -0.07 | 1.13 |