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 ⓘ | -2.36% | 0.59% | 16.99% |
| Price Trend ⓘ | 0.48 | -0.41 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.24% | 15.98% | 21.45% |
| Max Drawdown ⓘ | -11.45% | -17.93% | -17.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | -0.08 | 0.61 |
| Calmar Ratio ⓘ | -0.21 | 0.03 | 0.95 |
| Sortino Ratio ⓘ | -0.36 | -0.11 | 0.83 |