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 ⓘ | -4.70% | -10.52% | 24.90% |
| Price Trend ⓘ | -0.70 | -0.89 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.26% | 17.92% | 26.27% |
| Max Drawdown ⓘ | -13.21% | -20.63% | -20.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | -0.70 | 0.79 |
| Calmar Ratio ⓘ | -0.36 | -0.51 | 1.21 |
| Sortino Ratio ⓘ | -0.72 | -0.85 | 1.04 |