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 ⓘ | -2.48% | 0.45% | 6.34% |
| Price Trend ⓘ | 0.58 | -0.43 | 0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.87% | 43.01% | 58.69% |
| Max Drawdown ⓘ | -24.00% | -41.21% | -41.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | -0.03 | 0.04 |
| Calmar Ratio ⓘ | -0.10 | 0.01 | 0.15 |
| Sortino Ratio ⓘ | -0.24 | -0.05 | 0.06 |