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 ⓘ | -14.89% | -3.29% | 26.19% |
| Price Trend ⓘ | -0.77 | 0.41 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.90% | 35.02% | 49.71% |
| Max Drawdown ⓘ | -26.04% | -26.04% | -32.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.76 | -0.15 | 0.44 |
| Calmar Ratio ⓘ | -0.57 | -0.13 | 0.81 |
| Sortino Ratio ⓘ | -0.90 | -0.23 | 0.63 |