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 ⓘ | 1.53% | -1.52% | 4.44% |
| Price Trend ⓘ | -0.41 | 0.13 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.37% | 10.74% | 19.70% |
| Max Drawdown ⓘ | -10.05% | -10.05% | -15.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | -0.32 | 0.02 |
| Calmar Ratio ⓘ | 0.15 | -0.15 | 0.29 |
| Sortino Ratio ⓘ | 0.09 | -0.42 | 0.02 |