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 ⓘ | -14.36% | 0.50% | 28.74% |
| Price Trend ⓘ | -0.92 | 0.39 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.20% | 28.58% | 40.53% |
| Max Drawdown ⓘ | -24.16% | -24.16% | -33.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.80 | -0.05 | 0.61 |
| Calmar Ratio ⓘ | -0.59 | 0.02 | 0.86 |
| Sortino Ratio ⓘ | -0.77 | -0.06 | 0.77 |