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 ⓘ | -0.93% | 11.59% | 5.56% |
| Price Trend ⓘ | -0.81 | 0.50 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.70% | 15.23% | 25.54% |
| Max Drawdown ⓘ | -12.57% | -12.57% | -25.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | 0.63 | 0.05 |
| Calmar Ratio ⓘ | -0.07 | 0.92 | 0.22 |
| Sortino Ratio ⓘ | -0.28 | 1.10 | 0.08 |