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 ⓘ | -0.24% | -0.24% | 11.42% |
| Price Trend ⓘ | 0.29 | -0.65 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.49% | 13.33% | 21.07% |
| Max Drawdown ⓘ | -5.88% | -13.30% | -13.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | -0.17 | 0.35 |
| Calmar Ratio ⓘ | -0.04 | -0.02 | 0.86 |
| Sortino Ratio ⓘ | -0.16 | -0.21 | 0.44 |