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 ⓘ | -5.46% | 6.44% | 9.76% |
| Price Trend ⓘ | -0.14 | 0.68 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.35% | 13.24% | 20.52% |
| Max Drawdown ⓘ | -8.32% | -8.50% | -14.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.69 | 0.34 | 0.28 |
| Calmar Ratio ⓘ | -0.66 | 0.76 | 0.69 |
| Sortino Ratio ⓘ | -1.16 | 0.64 | 0.42 |