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 ⓘ | -0.97% | 24.85% | -13.77% |
| Price Trend ⓘ | -0.66 | 0.58 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.44% | 25.94% | 35.67% |
| Max Drawdown ⓘ | -19.53% | -19.53% | -36.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.11 | 0.88 | -0.51 |
| Calmar Ratio ⓘ | -0.05 | 1.27 | -0.37 |
| Sortino Ratio ⓘ | -0.16 | 1.42 | -0.81 |