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 ⓘ | -8.20% | 3.68% | 17.25% |
| Price Trend ⓘ | -0.64 | -0.57 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.99% | 13.51% | 20.91% |
| Max Drawdown ⓘ | -11.54% | -16.21% | -16.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | 0.13 | 0.63 |
| Calmar Ratio ⓘ | -0.71 | 0.23 | 1.06 |
| Sortino Ratio ⓘ | -1.28 | 0.20 | 1.07 |