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 ⓘ | -0.42% | 1.27% | 1.63% |
| Price Trend ⓘ | 0.44 | -0.55 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.21% | 11.04% | 14.60% |
| Max Drawdown ⓘ | -8.46% | -14.79% | -14.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | -0.05 | -0.16 |
| Calmar Ratio ⓘ | -0.05 | 0.09 | 0.11 |
| Sortino Ratio ⓘ | -0.22 | -0.07 | -0.22 |