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 ⓘ | -0.69% | 5.03% | 8.04% |
| Price Trend ⓘ | -0.58 | 0.77 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.47% | 12.79% | 15.80% |
| Max Drawdown ⓘ | -7.38% | -7.73% | -14.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | 0.25 | 0.26 |
| Calmar Ratio ⓘ | -0.09 | 0.65 | 0.54 |
| Sortino Ratio ⓘ | -0.29 | 0.40 | 0.42 |