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 ⓘ | -3.67% | 0.27% | 22.97% |
| Price Trend ⓘ | -0.54 | -0.03 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.58% | 17.14% | 20.88% |
| Max Drawdown ⓘ | -14.24% | -14.53% | -14.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | -0.09 | 0.91 |
| Calmar Ratio ⓘ | -0.26 | 0.02 | 1.58 |
| Sortino Ratio ⓘ | -0.85 | -0.16 | 1.60 |