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 ⓘ | -10.73% | 1.61% | 19.79% |
| Price Trend ⓘ | -0.54 | 0.40 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.31% | 21.62% | 38.95% |
| Max Drawdown ⓘ | -16.72% | -16.72% | -20.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.72 | -0.02 | 0.40 |
| Calmar Ratio ⓘ | -0.64 | 0.10 | 0.96 |
| Sortino Ratio ⓘ | -0.94 | -0.03 | 0.58 |