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 ⓘ | -6.10% | 2.59% | 17.09% |
| Price Trend ⓘ | -0.05 | -0.48 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.57% | 15.81% | 23.23% |
| Max Drawdown ⓘ | -14.52% | -15.10% | -15.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.56 | 0.04 | 0.56 |
| Calmar Ratio ⓘ | -0.42 | 0.17 | 1.13 |
| Sortino Ratio ⓘ | -0.61 | 0.05 | 0.70 |