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 ⓘ | -8.76% | 12.03% | 4.82% |
| Price Trend ⓘ | -0.84 | 0.58 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.87% | 16.03% | 21.68% |
| Max Drawdown ⓘ | -15.71% | -15.71% | -16.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | 0.64 | 0.04 |
| Calmar Ratio ⓘ | -0.56 | 0.77 | 0.30 |
| Sortino Ratio ⓘ | -1.37 | 1.11 | 0.06 |