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 ⓘ | -2.16% | 4.41% | 5.55% |
| Price Trend ⓘ | -0.43 | 0.15 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.38% | 13.06% | 18.22% |
| Max Drawdown ⓘ | -7.60% | -8.09% | -9.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.20 | 0.09 |
| Calmar Ratio ⓘ | -0.28 | 0.54 | 0.61 |
| Sortino Ratio ⓘ | -0.49 | 0.33 | 0.14 |