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 ⓘ | -30.75% | 2.33% | 8.71% |
| Price Trend ⓘ | -0.90 | -0.24 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.40% | 29.12% | 37.66% |
| Max Drawdown ⓘ | -34.57% | -34.57% | -34.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.72 | 0.02 | 0.13 |
| Calmar Ratio ⓘ | -0.89 | 0.07 | 0.25 |
| Sortino Ratio ⓘ | -2.36 | 0.03 | 0.22 |