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% | 4.57% | -7.03% |
| Price Trend ⓘ | 0.32 | 0.73 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.94% | 27.42% | 35.47% |
| Max Drawdown ⓘ | -12.99% | -25.10% | -33.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | 0.09 | -0.33 |
| Calmar Ratio ⓘ | 0.15 | 0.18 | -0.21 |
| Sortino Ratio ⓘ | 0.09 | 0.10 | -0.40 |