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 ⓘ | 0.53% | 2.89% | -7.99% |
| Price Trend ⓘ | 0.07 | 0.42 | 0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.88% | 12.80% | 22.67% |
| Max Drawdown ⓘ | -7.13% | -8.01% | -16.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.05 | 0.07 | -0.54 |
| Calmar Ratio ⓘ | 0.07 | 0.36 | -0.49 |
| Sortino Ratio ⓘ | -0.09 | 0.10 | -0.75 |