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 ⓘ | -4.58% | -7.78% | 18.04% |
| Price Trend ⓘ | -0.71 | -0.70 | 0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.57% | 17.89% | 23.88% |
| Max Drawdown ⓘ | -15.74% | -15.74% | -17.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | -0.54 | 0.59 |
| Calmar Ratio ⓘ | -0.29 | -0.49 | 1.04 |
| Sortino Ratio ⓘ | -0.68 | -0.79 | 0.87 |