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 ⓘ | 0.45% | -0.72% | 2.38% |
| Price Trend ⓘ | 0.71 | 0.55 | -0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.73% | 13.27% | 22.54% |
| Max Drawdown ⓘ | -6.65% | -8.86% | -17.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | -0.20 | -0.08 |
| Calmar Ratio ⓘ | 0.07 | -0.08 | 0.13 |
| Sortino Ratio ⓘ | -0.08 | -0.27 | -0.11 |