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 ⓘ | -3.03% | 3.43% | 9.43% |
| Price Trend ⓘ | -0.01 | 0.08 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.43% | 13.72% | 17.23% |
| Max Drawdown ⓘ | -13.80% | -13.80% | -13.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.32 | 0.12 | 0.32 |
| Calmar Ratio ⓘ | -0.22 | 0.25 | 0.68 |
| Sortino Ratio ⓘ | -0.51 | 0.17 | 0.49 |