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 ⓘ | -0.12% | -2.19% | 8.99% |
| Price Trend ⓘ | -0.54 | -0.01 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.78% | 29.25% | 54.18% |
| Max Drawdown ⓘ | -27.69% | -27.69% | -35.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | -0.14 | 0.09 |
| Calmar Ratio ⓘ | -0.00 | -0.08 | 0.25 |
| Sortino Ratio ⓘ | -0.07 | -0.23 | 0.12 |