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 ⓘ | 0.62% | 1.30% | 10.13% |
| Price Trend ⓘ | -0.20 | 0.37 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.90% | 11.02% | 18.18% |
| Max Drawdown ⓘ | -7.31% | -8.68% | -10.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | -0.07 | 0.32 |
| Calmar Ratio ⓘ | 0.08 | 0.15 | 0.95 |
| Sortino Ratio ⓘ | -0.08 | -0.12 | 0.50 |