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 ⓘ | -1.08% | 2.43% | 0.44% |
| Price Trend ⓘ | 0.83 | 0.58 | -0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.25% | 13.82% | 24.44% |
| Max Drawdown ⓘ | -6.54% | -9.97% | -12.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | 0.03 | -0.15 |
| Calmar Ratio ⓘ | -0.17 | 0.24 | 0.03 |
| Sortino Ratio ⓘ | -0.29 | 0.05 | -0.21 |