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 ⓘ | 3.51% | 0.21% | -5.31% |
| Price Trend ⓘ | -0.02 | -0.14 | -0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.35% | 15.34% | 24.64% |
| Max Drawdown ⓘ | -9.97% | -12.00% | -15.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.24 | -0.12 | -0.39 |
| Calmar Ratio ⓘ | 0.35 | 0.02 | -0.33 |
| Sortino Ratio ⓘ | 0.34 | -0.17 | -0.54 |