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 ⓘ | -3.27% | 16.06% | 0.97% |
| Price Trend ⓘ | -0.54 | 0.49 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.63% | 16.36% | 20.67% |
| Max Drawdown ⓘ | -16.97% | -16.97% | -18.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | 0.87 | -0.14 |
| Calmar Ratio ⓘ | -0.19 | 0.95 | 0.05 |
| Sortino Ratio ⓘ | -0.64 | 1.58 | -0.26 |