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 ⓘ | -2.60% | 21.56% | -1.03% |
| Price Trend ⓘ | -0.50 | 0.63 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.77% | 18.86% | 28.52% |
| Max Drawdown ⓘ | -11.81% | -11.81% | -27.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 1.04 | -0.18 |
| Calmar Ratio ⓘ | -0.22 | 1.83 | -0.04 |
| Sortino Ratio ⓘ | -0.51 | 1.78 | -0.27 |