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 ⓘ | -0.46% | -0.30% | 14.09% |
| Price Trend ⓘ | -0.39 | 0.60 | 0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.76% | 14.03% | 18.78% |
| Max Drawdown ⓘ | -7.83% | -11.50% | -11.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | -0.15 | 0.54 |
| Calmar Ratio ⓘ | -0.06 | -0.03 | 1.23 |
| Sortino Ratio ⓘ | -0.22 | -0.25 | 0.93 |