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 ⓘ | -0.55% | 8.26% | -12.34% |
| Price Trend ⓘ | 0.06 | 0.06 | -0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.10% | 17.39% | 27.70% |
| Max Drawdown ⓘ | -17.72% | -17.72% | -27.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.37 | -0.59 |
| Calmar Ratio ⓘ | -0.03 | 0.47 | -0.45 |
| Sortino Ratio ⓘ | -0.19 | 0.64 | -0.71 |