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 ⓘ | -1.18% | 0.61% | 9.53% |
| Price Trend ⓘ | -0.67 | 0.72 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.69% | 10.97% | 14.36% |
| Max Drawdown ⓘ | -8.59% | -8.59% | -10.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.27 | -0.11 | 0.39 |
| Calmar Ratio ⓘ | -0.14 | 0.07 | 0.88 |
| Sortino Ratio ⓘ | -0.46 | -0.19 | 0.67 |