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 ⓘ | -0.15% | 4.03% | 2.91% |
| Price Trend ⓘ | 0.46 | 0.73 | 0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.53% | 14.37% | 22.62% |
| Max Drawdown ⓘ | -9.19% | -9.19% | -16.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.14 | -0.06 |
| Calmar Ratio ⓘ | -0.02 | 0.44 | 0.17 |
| Sortino Ratio ⓘ | -0.16 | 0.22 | -0.09 |