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 ⓘ | -17.76% | 3.81% | 1.41% |
| Price Trend ⓘ | -0.75 | -0.13 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.04% | 37.84% | 45.61% |
| Max Drawdown ⓘ | -22.08% | -28.59% | -32.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | 0.05 | -0.06 |
| Calmar Ratio ⓘ | -0.80 | 0.13 | 0.04 |
| Sortino Ratio ⓘ | -1.59 | 0.12 | -0.10 |