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 ⓘ | -7.77% | 3.36% | 7.06% |
| Price Trend ⓘ | -0.13 | -0.34 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.37% | 14.53% | 20.61% |
| Max Drawdown ⓘ | -11.37% | -13.53% | -13.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.84 | 0.10 | 0.15 |
| Calmar Ratio ⓘ | -0.68 | 0.25 | 0.52 |
| Sortino Ratio ⓘ | -1.45 | 0.20 | 0.26 |