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 ⓘ | -1.15% | 0.78% | 12.00% |
| Price Trend ⓘ | -0.55 | 0.24 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.28% | 13.28% | 18.36% |
| Max Drawdown ⓘ | -7.41% | -8.60% | -11.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | -0.10 | 0.41 |
| Calmar Ratio ⓘ | -0.15 | 0.09 | 1.01 |
| Sortino Ratio ⓘ | -0.43 | -0.14 | 0.62 |