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 ⓘ | -16.73% | -7.38% | 9.68% |
| Price Trend ⓘ | -0.78 | -0.35 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.29% | 23.48% | 38.16% |
| Max Drawdown ⓘ | -20.38% | -22.39% | -22.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -0.39 | 0.15 |
| Calmar Ratio ⓘ | -0.82 | -0.33 | 0.43 |
| Sortino Ratio ⓘ | -1.17 | -0.54 | 0.17 |