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 ⓘ | -2.80% | 0.84% | 10.94% |
| Price Trend ⓘ | -0.58 | 0.70 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.28% | 11.26% | 14.39% |
| Max Drawdown ⓘ | -7.45% | -7.45% | -9.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.45 | -0.09 | 0.49 |
| Calmar Ratio ⓘ | -0.38 | 0.11 | 1.19 |
| Sortino Ratio ⓘ | -0.58 | -0.13 | 0.71 |