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 ⓘ | -11.03% | -0.86% | 23.81% |
| Price Trend ⓘ | -0.92 | 0.27 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.48% | 19.20% | 27.18% |
| Max Drawdown ⓘ | -16.57% | -16.57% | -16.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.04 | -0.14 | 0.73 |
| Calmar Ratio ⓘ | -0.67 | -0.05 | 1.44 |
| Sortino Ratio ⓘ | -1.49 | -0.24 | 1.19 |