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 ⓘ | 0.61% | 4.01% | -11.28% |
| Price Trend ⓘ | -0.37 | 0.20 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.76% | 18.48% | 23.21% |
| Max Drawdown ⓘ | -12.82% | -13.37% | -26.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 0.12 | -0.66 |
| Calmar Ratio ⓘ | 0.05 | 0.30 | -0.42 |
| Sortino Ratio ⓘ | -0.03 | 0.17 | -0.95 |