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 ⓘ | -3.61% | 4.78% | 22.17% |
| Price Trend ⓘ | -0.71 | 0.33 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.26% | 13.87% | 29.79% |
| Max Drawdown ⓘ | -8.98% | -10.15% | -21.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | 0.21 | 0.61 |
| Calmar Ratio ⓘ | -0.40 | 0.47 | 1.02 |
| Sortino Ratio ⓘ | -0.73 | 0.29 | 0.87 |