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 ⓘ | 0.52% | 0.90% | -1.11% |
| Price Trend ⓘ | 0.50 | 0.59 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.20% | 12.13% | 16.72% |
| Max Drawdown ⓘ | -5.76% | -8.87% | -11.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | -0.08 | -0.30 |
| Calmar Ratio ⓘ | 0.09 | 0.10 | -0.10 |
| Sortino Ratio ⓘ | -0.08 | -0.15 | -0.54 |