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 ⓘ | -6.65% | 16.60% | -2.58% |
| Price Trend ⓘ | -0.67 | 0.46 | -0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.28% | 19.53% | 24.96% |
| Max Drawdown ⓘ | -12.26% | -12.82% | -23.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.57 | 0.76 | -0.26 |
| Calmar Ratio ⓘ | -0.54 | 1.29 | -0.11 |
| Sortino Ratio ⓘ | -0.89 | 1.22 | -0.37 |