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 ⓘ | 0.77% | 6.16% | -10.57% |
| Price Trend ⓘ | -0.04 | 0.74 | -0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.36% | 19.99% | 24.15% |
| Max Drawdown ⓘ | -9.49% | -18.44% | -38.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | 0.20 | -0.62 |
| Calmar Ratio ⓘ | 0.08 | 0.33 | -0.28 |
| Sortino Ratio ⓘ | -0.05 | 0.30 | -0.93 |