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 ⓘ | -0.41% | 11.71% | 2.80% |
| Price Trend ⓘ | -0.63 | -0.35 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.75% | 26.88% | 36.91% |
| Max Drawdown ⓘ | -22.78% | -27.50% | -27.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.07 | 0.36 | -0.04 |
| Calmar Ratio ⓘ | -0.02 | 0.43 | 0.10 |
| Sortino Ratio ⓘ | -0.12 | 0.62 | -0.06 |