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 ⓘ | 1.93% | 12.83% | -11.63% |
| Price Trend ⓘ | -0.06 | 0.66 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.33% | 16.91% | 30.14% |
| Max Drawdown ⓘ | -9.04% | -11.17% | -33.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.09 | 0.64 | -0.53 |
| Calmar Ratio ⓘ | 0.21 | 1.15 | -0.35 |
| Sortino Ratio ⓘ | 0.17 | 1.37 | -0.54 |