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 ⓘ | 2.09% | 0.13% | -6.45% |
| Price Trend ⓘ | -0.37 | -0.37 | -0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.91% | 15.35% | 17.55% |
| Max Drawdown ⓘ | -9.40% | -14.87% | -18.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | -0.13 | -0.63 |
| Calmar Ratio ⓘ | 0.22 | 0.01 | -0.36 |
| Sortino Ratio ⓘ | 0.16 | -0.17 | -0.83 |