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 ⓘ | -5.18% | 5.19% | 14.35% |
| Price Trend ⓘ | -0.18 | 0.41 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.15% | 13.94% | 25.23% |
| Max Drawdown ⓘ | -7.12% | -8.05% | -17.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | 0.23 | 0.40 |
| Calmar Ratio ⓘ | -0.73 | 0.64 | 0.84 |
| Sortino Ratio ⓘ | -0.61 | 0.26 | 0.50 |