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 ⓘ | -2.21% | 3.79% | 8.01% |
| Price Trend ⓘ | 0.42 | -0.23 | -0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.16% | 20.26% | 25.33% |
| Max Drawdown ⓘ | -15.15% | -20.21% | -22.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | 0.10 | 0.16 |
| Calmar Ratio ⓘ | -0.15 | 0.19 | 0.36 |
| Sortino Ratio ⓘ | -0.26 | 0.13 | 0.21 |