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 ⓘ | -4.43% | 15.35% | -8.26% |
| Price Trend ⓘ | -0.86 | 0.45 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.35% | 19.24% | 28.84% |
| Max Drawdown ⓘ | -16.69% | -16.69% | -30.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 0.69 | -0.43 |
| Calmar Ratio ⓘ | -0.27 | 0.92 | -0.27 |
| Sortino Ratio ⓘ | -0.77 | 1.38 | -0.74 |