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 ⓘ | -4.32% | -1.59% | 11.96% |
| Price Trend ⓘ | -0.26 | -0.63 | 0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.01% | 20.38% | 31.91% |
| Max Drawdown ⓘ | -20.12% | -27.84% | -27.84% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.31 | -0.18 | 0.24 |
| Calmar Ratio ⓘ | -0.21 | -0.06 | 0.43 |
| Sortino Ratio ⓘ | -0.35 | -0.22 | 0.33 |