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 ⓘ | -10.20% | 0.27% | 28.25% |
| Price Trend ⓘ | -0.68 | -0.15 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.93% | 26.63% | 31.02% |
| Max Drawdown ⓘ | -20.85% | -20.85% | -20.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | -0.06 | 0.78 |
| Calmar Ratio ⓘ | -0.49 | 0.01 | 1.35 |
| Sortino Ratio ⓘ | -0.87 | -0.09 | 1.11 |