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 ⓘ | -4.33% | 7.00% | 6.19% |
| Price Trend ⓘ | 0.35 | 0.15 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.74% | 12.98% | 20.59% |
| Max Drawdown ⓘ | -7.75% | -10.52% | -13.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | 0.39 | 0.10 |
| Calmar Ratio ⓘ | -0.56 | 0.67 | 0.48 |
| Sortino Ratio ⓘ | -0.90 | 0.64 | 0.13 |