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 ⓘ | -6.42% | 2.48% | 16.09% |
| Price Trend ⓘ | -0.91 | 0.18 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.14% | 14.58% | 18.24% |
| Max Drawdown ⓘ | -10.41% | -10.41% | -10.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.82 | 0.03 | 0.63 |
| Calmar Ratio ⓘ | -0.62 | 0.24 | 1.55 |
| Sortino Ratio ⓘ | -0.82 | 0.03 | 0.79 |