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 ⓘ | -4.05% | 2.14% | 13.27% |
| Price Trend ⓘ | -0.53 | -0.81 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.97% | 15.07% | 26.20% |
| Max Drawdown ⓘ | -11.04% | -17.80% | -20.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | 0.01 | 0.35 |
| Calmar Ratio ⓘ | -0.37 | 0.12 | 0.65 |
| Sortino Ratio ⓘ | -0.75 | 0.02 | 0.48 |