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 ⓘ | -10.33% | -3.43% | 11.89% |
| Price Trend ⓘ | -0.86 | -0.65 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.49% | 9.85% | 17.39% |
| Max Drawdown ⓘ | -14.99% | -14.99% | -14.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.51 | -0.55 | 0.45 |
| Calmar Ratio ⓘ | -0.69 | -0.23 | 0.79 |
| Sortino Ratio ⓘ | -2.37 | -0.88 | 0.65 |