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 ⓘ | -16.07% | 13.26% | 10.99% |
| Price Trend ⓘ | -0.24 | -0.48 | -0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.17% | 30.65% | 44.95% |
| Max Drawdown ⓘ | -26.74% | -26.74% | -28.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | 0.37 | 0.16 |
| Calmar Ratio ⓘ | -0.60 | 0.50 | 0.38 |
| Sortino Ratio ⓘ | -1.36 | 0.69 | 0.30 |