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 ⓘ | -15.83% | 13.87% | 5.04% |
| Price Trend ⓘ | -0.70 | 0.69 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.94% | 23.72% | 27.59% |
| Max Drawdown ⓘ | -16.12% | -20.46% | -20.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.29 | 0.51 | 0.04 |
| Calmar Ratio ⓘ | -0.98 | 0.68 | 0.25 |
| Sortino Ratio ⓘ | -1.78 | 1.05 | 0.07 |