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 ⓘ | -1.96% | 0.41% | 5.37% |
| Price Trend ⓘ | -0.57 | 0.05 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.21% | 12.88% | 22.42% |
| Max Drawdown ⓘ | -9.40% | -9.50% | -12.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.32 | -0.12 | 0.05 |
| Calmar Ratio ⓘ | -0.21 | 0.04 | 0.44 |
| Sortino Ratio ⓘ | -0.61 | -0.20 | 0.08 |