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 ⓘ | -13.19% | 3.51% | 14.79% |
| Price Trend ⓘ | -0.19 | -0.27 | 0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.03% | 26.49% | 39.06% |
| Max Drawdown ⓘ | -19.31% | -21.01% | -27.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.78 | 0.06 | 0.28 |
| Calmar Ratio ⓘ | -0.68 | 0.17 | 0.54 |
| Sortino Ratio ⓘ | -1.56 | 0.13 | 0.56 |