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 ⓘ | -1.76% | -22.33% | 14.84% |
| Price Trend ⓘ | 0.19 | -0.65 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.00% | 28.94% | 35.69% |
| Max Drawdown ⓘ | -8.02% | -24.75% | -26.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | -0.84 | 0.29 |
| Calmar Ratio ⓘ | -0.22 | -0.90 | 0.55 |
| Sortino Ratio ⓘ | -0.35 | -1.01 | 0.34 |