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 ⓘ | -15.84% | 26.60% | 5.93% |
| Price Trend ⓘ | -0.23 | 0.10 | 0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.84% | 30.91% | 41.10% |
| Max Drawdown ⓘ | -25.28% | -25.74% | -30.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | 0.80 | 0.05 |
| Calmar Ratio ⓘ | -0.63 | 1.03 | 0.20 |
| Sortino Ratio ⓘ | -1.31 | 1.49 | 0.08 |