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 ⓘ | -18.95% | -0.92% | 8.10% |
| Price Trend ⓘ | -0.90 | -0.07 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.82% | 18.55% | 25.02% |
| Max Drawdown ⓘ | -22.72% | -22.72% | -22.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.55 | -0.15 | 0.17 |
| Calmar Ratio ⓘ | -0.83 | -0.04 | 0.36 |
| Sortino Ratio ⓘ | -2.87 | -0.32 | 0.35 |