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 ⓘ | -12.39% | 2.12% | 19.96% |
| Price Trend ⓘ | -0.08 | -0.09 | 0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.98% | 24.09% | 31.15% |
| Max Drawdown ⓘ | -17.67% | -17.67% | -17.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | 0.01 | 0.51 |
| Calmar Ratio ⓘ | -0.70 | 0.12 | 1.13 |
| Sortino Ratio ⓘ | -1.22 | 0.02 | 0.83 |