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 ⓘ | -3.55% | 1.38% | 13.49% |
| Price Trend ⓘ | -0.81 | 0.05 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.21% | 11.01% | 23.19% |
| Max Drawdown ⓘ | -8.09% | -9.60% | -18.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.62 | -0.05 | 0.41 |
| Calmar Ratio ⓘ | -0.44 | 0.14 | 0.71 |
| Sortino Ratio ⓘ | -0.83 | -0.07 | 0.53 |