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 ⓘ | -1.89% | 10.53% | 2.78% |
| Price Trend ⓘ | -0.20 | -0.05 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.52% | 16.93% | 30.06% |
| Max Drawdown ⓘ | -11.26% | -16.63% | -29.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | 0.50 | -0.05 |
| Calmar Ratio ⓘ | -0.17 | 0.63 | 0.09 |
| Sortino Ratio ⓘ | -0.28 | 0.64 | -0.06 |