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 ⓘ | -8.48% | 2.89% | 17.81% |
| Price Trend ⓘ | -0.72 | 0.49 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.61% | 14.39% | 21.35% |
| Max Drawdown ⓘ | -11.63% | -12.02% | -12.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.98 | 0.07 | 0.65 |
| Calmar Ratio ⓘ | -0.73 | 0.24 | 1.48 |
| Sortino Ratio ⓘ | -1.67 | 0.14 | 1.25 |