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 ⓘ | 0.49% | 14.60% | -8.48% |
| Price Trend ⓘ | -0.15 | -0.37 | -0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.33% | 23.90% | 44.12% |
| Max Drawdown ⓘ | -15.75% | -17.31% | -34.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | 0.53 | -0.29 |
| Calmar Ratio ⓘ | 0.03 | 0.84 | -0.25 |
| Sortino Ratio ⓘ | -0.05 | 0.95 | -0.37 |