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 ⓘ | -5.25% | 8.57% | 12.36% |
| Price Trend ⓘ | -0.73 | -0.03 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.20% | 13.40% | 23.68% |
| Max Drawdown ⓘ | -10.66% | -11.63% | -20.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | 0.49 | 0.34 |
| Calmar Ratio ⓘ | -0.49 | 0.74 | 0.60 |
| Sortino Ratio ⓘ | -0.72 | 0.64 | 0.43 |