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 ⓘ | -2.09% | -7.05% | 21.42% |
| Price Trend ⓘ | 0.21 | 0.40 | 0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.79% | 23.33% | 27.93% |
| Max Drawdown ⓘ | -9.73% | -26.42% | -30.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | -0.39 | 0.60 |
| Calmar Ratio ⓘ | -0.22 | -0.27 | 0.70 |
| Sortino Ratio ⓘ | -0.46 | -0.59 | 0.85 |