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 ⓘ | -19.95% | -2.67% | 15.28% |
| Price Trend ⓘ | -0.45 | -0.26 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.92% | 25.38% | 39.50% |
| Max Drawdown ⓘ | -23.58% | -24.97% | -24.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.00 | -0.18 | 0.29 |
| Calmar Ratio ⓘ | -0.85 | -0.11 | 0.61 |
| Sortino Ratio ⓘ | -1.60 | -0.29 | 0.53 |