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 ⓘ | -1.20% | 4.56% | 13.24% |
| Price Trend ⓘ | -0.45 | -0.00 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.54% | 13.27% | 20.58% |
| Max Drawdown ⓘ | -10.06% | -11.14% | -16.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | 0.19 | 0.44 |
| Calmar Ratio ⓘ | -0.12 | 0.41 | 0.82 |
| Sortino Ratio ⓘ | -0.25 | 0.23 | 0.59 |