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 ⓘ | 0.36% | -0.02% | 3.11% |
| Price Trend ⓘ | -0.58 | -0.76 | -0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.75% | 12.87% | 22.08% |
| Max Drawdown ⓘ | -10.87% | -14.41% | -20.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | -0.16 | -0.05 |
| Calmar Ratio ⓘ | 0.03 | -0.00 | 0.15 |
| Sortino Ratio ⓘ | -0.09 | -0.23 | -0.06 |