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 ⓘ | -1.22% | 6.22% | 12.77% |
| Price Trend ⓘ | 0.17 | 0.44 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.75% | 15.54% | 27.03% |
| Max Drawdown ⓘ | -11.40% | -12.36% | -12.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | 0.27 | 0.32 |
| Calmar Ratio ⓘ | -0.11 | 0.50 | 1.03 |
| Sortino Ratio ⓘ | -0.23 | 0.39 | 0.39 |