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 ⓘ | -1.34% | 4.83% | 5.90% |
| Price Trend ⓘ | -0.69 | 0.52 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 6.92% | 9.36% | 19.21% |
| Max Drawdown ⓘ | -5.58% | -5.58% | -15.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | 0.30 | 0.09 |
| Calmar Ratio ⓘ | -0.24 | 0.87 | 0.38 |
| Sortino Ratio ⓘ | -0.42 | 0.39 | 0.10 |