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 ⓘ | -7.17% | 4.52% | 5.55% |
| Price Trend ⓘ | -0.83 | 0.05 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.71% | 13.82% | 26.64% |
| Max Drawdown ⓘ | -13.69% | -16.76% | -20.44% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.84 | 0.18 | 0.05 |
| Calmar Ratio ⓘ | -0.52 | 0.27 | 0.27 |
| Sortino Ratio ⓘ | -1.21 | 0.27 | 0.07 |