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 ⓘ | -10.19% | 2.02% | 11.01% |
| Price Trend ⓘ | -0.82 | 0.31 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.38% | 14.46% | 20.13% |
| Max Drawdown ⓘ | -15.41% | -15.41% | -15.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.98 | -0.00 | 0.34 |
| Calmar Ratio ⓘ | -0.66 | 0.13 | 0.71 |
| Sortino Ratio ⓘ | -1.01 | -0.00 | 0.42 |