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 ⓘ | -13.17% | 6.72% | 7.16% |
| Price Trend ⓘ | -0.89 | -0.56 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.85% | 37.20% | 54.34% |
| Max Drawdown ⓘ | -26.98% | -33.25% | -33.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | 0.13 | 0.05 |
| Calmar Ratio ⓘ | -0.49 | 0.20 | 0.22 |
| Sortino Ratio ⓘ | -1.10 | 0.26 | 0.09 |