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 ⓘ | 2.16% | -18.55% | -5.84% |
| Price Trend ⓘ | 0.70 | -0.14 | -0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.84% | 40.11% | 52.18% |
| Max Drawdown ⓘ | -11.53% | -39.21% | -52.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.05 | -0.52 | -0.20 |
| Calmar Ratio ⓘ | 0.19 | -0.47 | -0.11 |
| Sortino Ratio ⓘ | 0.09 | -0.76 | -0.30 |