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 ⓘ | 0.46% | -6.10% | 12.74% |
| Price Trend ⓘ | -0.39 | 0.04 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.07% | 18.93% | 27.17% |
| Max Drawdown ⓘ | -21.76% | -21.76% | -21.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | -0.42 | 0.32 |
| Calmar Ratio ⓘ | 0.02 | -0.28 | 0.59 |
| Sortino Ratio ⓘ | -0.03 | -0.46 | 0.37 |