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 ⓘ | -9.81% | -3.73% | 16.36% |
| Price Trend ⓘ | -0.87 | -0.52 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.47% | 13.48% | 22.85% |
| Max Drawdown ⓘ | -16.62% | -16.62% | -16.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | -0.43 | 0.53 |
| Calmar Ratio ⓘ | -0.59 | -0.22 | 0.98 |
| Sortino Ratio ⓘ | -1.33 | -0.58 | 0.66 |