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 ⓘ | -0.40% | 6.85% | -2.90% |
| Price Trend ⓘ | -0.47 | 0.51 | -0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.36% | 7.79% | 16.10% |
| Max Drawdown ⓘ | -4.38% | -4.48% | -16.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.26 | 0.62 | -0.44 |
| Calmar Ratio ⓘ | -0.09 | 1.53 | -0.18 |
| Sortino Ratio ⓘ | -0.47 | 1.10 | -0.59 |