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 ⓘ | -7.55% | 37.81% | 3.24% |
| Price Trend ⓘ | 0.29 | 0.87 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.84% | 21.78% | 27.60% |
| Max Drawdown ⓘ | -20.38% | -20.38% | -25.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | 1.65 | -0.03 |
| Calmar Ratio ⓘ | -0.37 | 1.86 | 0.13 |
| Sortino Ratio ⓘ | -0.79 | 2.69 | -0.04 |