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 ⓘ | 1.66% | 14.32% | -2.57% |
| Price Trend ⓘ | -0.52 | 0.67 | 0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.30% | 14.79% | 27.32% |
| Max Drawdown ⓘ | -9.20% | -9.20% | -30.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | 0.83 | -0.25 |
| Calmar Ratio ⓘ | 0.18 | 1.56 | -0.08 |
| Sortino Ratio ⓘ | 0.10 | 1.28 | -0.30 |