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 ⓘ | -9.14% | 11.09% | 17.04% |
| Price Trend ⓘ | -0.18 | -0.34 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.77% | 24.17% | 32.43% |
| Max Drawdown ⓘ | -20.22% | -24.13% | -24.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | 0.38 | 0.40 |
| Calmar Ratio ⓘ | -0.45 | 0.46 | 0.71 |
| Sortino Ratio ⓘ | -1.03 | 0.72 | 0.75 |