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 ⓘ | -1.37% | 3.33% | 6.43% |
| Price Trend ⓘ | -0.13 | 0.43 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.68% | 9.11% | 17.57% |
| Max Drawdown ⓘ | -10.45% | -10.45% | -10.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.35 | 0.14 | 0.12 |
| Calmar Ratio ⓘ | -0.13 | 0.32 | 0.61 |
| Sortino Ratio ⓘ | -0.64 | 0.24 | 0.18 |