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 ⓘ | -4.55% | 6.22% | 17.29% |
| Price Trend ⓘ | -0.23 | 0.45 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.14% | 11.89% | 24.38% |
| Max Drawdown ⓘ | -12.74% | -12.74% | -21.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | 0.35 | 0.53 |
| Calmar Ratio ⓘ | -0.36 | 0.49 | 0.79 |
| Sortino Ratio ⓘ | -0.84 | 0.52 | 0.84 |