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 ⓘ | 0.31% | -4.67% | 2.11% |
| Price Trend ⓘ | 0.11 | 0.70 | 0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.18% | 22.44% | 31.36% |
| Max Drawdown ⓘ | -17.67% | -17.67% | -22.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | -0.30 | -0.06 |
| Calmar Ratio ⓘ | 0.02 | -0.26 | 0.09 |
| Sortino Ratio ⓘ | -0.08 | -0.44 | -0.08 |