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 ⓘ | 8.43% | -4.73% | -10.66% |
| Price Trend ⓘ | 0.80 | -0.10 | -0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.01% | 20.76% | 28.24% |
| Max Drawdown ⓘ | -11.80% | -21.26% | -25.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | -0.32 | -0.52 |
| Calmar Ratio ⓘ | 0.71 | -0.22 | -0.42 |
| Sortino Ratio ⓘ | 0.50 | -0.43 | -0.73 |