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 ⓘ | -2.55% | -0.44% | 33.67% |
| Price Trend ⓘ | -0.41 | 0.41 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.62% | 19.48% | 26.89% |
| Max Drawdown ⓘ | -10.10% | -11.80% | -12.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.31 | -0.13 | 1.08 |
| Calmar Ratio ⓘ | -0.25 | -0.04 | 2.77 |
| Sortino Ratio ⓘ | -0.38 | -0.16 | 1.32 |