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 ⓘ | -17.81% | 5.62% | 14.59% |
| Price Trend ⓘ | -0.13 | 0.59 | 0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.17% | 32.44% | 52.63% |
| Max Drawdown ⓘ | -21.53% | -21.53% | -30.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | 0.12 | 0.20 |
| Calmar Ratio ⓘ | -0.83 | 0.26 | 0.48 |
| Sortino Ratio ⓘ | -0.84 | 0.15 | 0.23 |