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 ⓘ | -10.15% | 0.34% | 19.44% |
| Price Trend ⓘ | 0.43 | 0.17 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.49% | 27.50% | 41.75% |
| Max Drawdown ⓘ | -25.07% | -25.07% | -25.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -0.06 | 0.36 |
| Calmar Ratio ⓘ | -0.40 | 0.01 | 0.78 |
| Sortino Ratio ⓘ | -0.60 | -0.08 | 0.48 |