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 ⓘ | -24.83% | -1.22% | 19.09% |
| Price Trend ⓘ | -0.93 | 0.21 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.04% | 20.74% | 25.82% |
| Max Drawdown ⓘ | -29.60% | -29.60% | -29.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.83 | -0.15 | 0.59 |
| Calmar Ratio ⓘ | -0.84 | -0.04 | 0.64 |
| Sortino Ratio ⓘ | -2.54 | -0.22 | 0.87 |