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 ⓘ | -0.35% | 4.25% | 5.23% |
| Price Trend ⓘ | -0.56 | 0.57 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.08% | 10.85% | 17.84% |
| Max Drawdown ⓘ | -7.02% | -7.02% | -10.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | 0.20 | 0.05 |
| Calmar Ratio ⓘ | -0.05 | 0.61 | 0.48 |
| Sortino Ratio ⓘ | -0.24 | 0.29 | 0.08 |