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 ⓘ | -2.41% | 9.55% | 5.57% |
| Price Trend ⓘ | 0.55 | 0.77 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.75% | 21.28% | 26.81% |
| Max Drawdown ⓘ | -13.37% | -14.37% | -20.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | 0.36 | 0.06 |
| Calmar Ratio ⓘ | -0.18 | 0.66 | 0.28 |
| Sortino Ratio ⓘ | -0.29 | 0.56 | 0.08 |