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 ⓘ | -1.47% | 1.51% | 16.22% |
| Price Trend ⓘ | 0.52 | -0.29 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.41% | 17.19% | 21.29% |
| Max Drawdown ⓘ | -8.99% | -15.47% | -15.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | -0.02 | 0.58 |
| Calmar Ratio ⓘ | -0.16 | 0.10 | 1.05 |
| Sortino Ratio ⓘ | -0.31 | -0.03 | 0.78 |