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 ⓘ | 0.20% | 3.92% | -1.61% |
| Price Trend ⓘ | -0.43 | 0.51 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.66% | 9.32% | 17.75% |
| Max Drawdown ⓘ | -4.91% | -4.91% | -17.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | 0.20 | -0.33 |
| Calmar Ratio ⓘ | 0.04 | 0.80 | -0.09 |
| Sortino Ratio ⓘ | -0.17 | 0.29 | -0.44 |