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 ⓘ | -4.98% | 11.23% | 7.24% |
| Price Trend ⓘ | -0.47 | 0.69 | 0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.94% | 19.03% | 24.62% |
| Max Drawdown ⓘ | -11.55% | -11.55% | -21.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | 0.49 | 0.13 |
| Calmar Ratio ⓘ | -0.43 | 0.97 | 0.33 |
| Sortino Ratio ⓘ | -0.57 | 0.77 | 0.19 |