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 ⓘ | -2.19% | 1.36% | 14.79% |
| Price Trend ⓘ | -0.78 | 0.06 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.48% | 10.99% | 23.33% |
| Max Drawdown ⓘ | -7.49% | -9.09% | -19.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | -0.05 | 0.46 |
| Calmar Ratio ⓘ | -0.29 | 0.15 | 0.77 |
| Sortino Ratio ⓘ | -0.57 | -0.07 | 0.60 |