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 ⓘ | 4.03% | -9.16% | -6.03% |
| Price Trend ⓘ | 0.47 | -0.60 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.27% | 16.55% | 24.44% |
| Max Drawdown ⓘ | -7.13% | -15.80% | -26.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | -0.67 | -0.41 |
| Calmar Ratio ⓘ | 0.56 | -0.58 | -0.23 |
| Sortino Ratio ⓘ | 0.31 | -0.94 | -0.57 |