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 ⓘ | -15.09% | 18.50% | 7.17% |
| Price Trend ⓘ | -0.55 | 0.76 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.99% | 24.05% | 28.62% |
| Max Drawdown ⓘ | -16.15% | -16.15% | -16.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.07 | 0.69 | 0.11 |
| Calmar Ratio ⓘ | -0.93 | 1.15 | 0.44 |
| Sortino Ratio ⓘ | -1.87 | 1.33 | 0.19 |