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 ⓘ | -17.00% | 3.75% | 12.49% |
| Price Trend ⓘ | -0.40 | -0.30 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.28% | 38.89% | 46.81% |
| Max Drawdown ⓘ | -26.86% | -29.32% | -29.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | 0.05 | 0.18 |
| Calmar Ratio ⓘ | -0.63 | 0.13 | 0.43 |
| Sortino Ratio ⓘ | -1.20 | 0.10 | 0.32 |