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 ⓘ | -1.90% | 12.93% | 6.78% |
| Price Trend ⓘ | -0.34 | 0.60 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.28% | 9.73% | 12.46% |
| Max Drawdown ⓘ | -9.69% | -9.69% | -9.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | 1.14 | 0.23 |
| Calmar Ratio ⓘ | -0.20 | 1.33 | 0.70 |
| Sortino Ratio ⓘ | -0.61 | 1.99 | 0.37 |