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 ⓘ | -4.02% | -1.75% | 8.41% |
| Price Trend ⓘ | 0.27 | -0.36 | 0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.26% | 12.84% | 22.99% |
| Max Drawdown ⓘ | -8.05% | -11.80% | -16.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | -0.29 | 0.19 |
| Calmar Ratio ⓘ | -0.50 | -0.15 | 0.50 |
| Sortino Ratio ⓘ | -0.75 | -0.43 | 0.23 |