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 ⓘ | -1.81% | 3.04% | 5.14% |
| Price Trend ⓘ | -0.59 | -0.04 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.85% | 12.70% | 17.13% |
| Max Drawdown ⓘ | -5.49% | -7.47% | -15.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | 0.07 | 0.03 |
| Calmar Ratio ⓘ | -0.33 | 0.41 | 0.33 |
| Sortino Ratio ⓘ | -0.86 | 0.11 | 0.06 |