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% | 5.48% | 1.77% |
| Price Trend ⓘ | -0.37 | 0.27 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.51% | 13.71% | 20.79% |
| Max Drawdown ⓘ | -8.80% | -9.62% | -12.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.25 | 0.27 | -0.11 |
| Calmar Ratio ⓘ | -0.17 | 0.57 | 0.15 |
| Sortino Ratio ⓘ | -0.30 | 0.32 | -0.14 |