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 ⓘ | -0.94% | 0.62% | 20.17% |
| Price Trend ⓘ | -0.24 | 0.63 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.51% | 14.36% | 19.65% |
| Max Drawdown ⓘ | -9.54% | -9.54% | -9.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | -0.08 | 0.83 |
| Calmar Ratio ⓘ | -0.10 | 0.06 | 2.11 |
| Sortino Ratio ⓘ | -0.25 | -0.11 | 1.20 |