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 ⓘ | -2.89% | 9.79% | 4.87% |
| Price Trend ⓘ | -0.43 | 0.29 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.29% | 15.79% | 22.59% |
| Max Drawdown ⓘ | -9.99% | -9.99% | -17.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | 0.49 | 0.03 |
| Calmar Ratio ⓘ | -0.29 | 0.98 | 0.27 |
| Sortino Ratio ⓘ | -0.79 | 0.99 | 0.05 |