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 ⓘ | -11.83% | 5.49% | 12.91% |
| Price Trend ⓘ | -0.19 | 0.09 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.63% | 24.86% | 29.74% |
| Max Drawdown ⓘ | -19.27% | -23.45% | -23.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | 0.15 | 0.30 |
| Calmar Ratio ⓘ | -0.61 | 0.23 | 0.55 |
| Sortino Ratio ⓘ | -1.32 | 0.24 | 0.44 |