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 ⓘ | 3.37% | -5.66% | -8.53% |
| Price Trend ⓘ | 0.08 | -0.84 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.33% | 19.09% | 27.56% |
| Max Drawdown ⓘ | -12.27% | -22.39% | -30.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | -0.40 | -0.46 |
| Calmar Ratio ⓘ | 0.27 | -0.25 | -0.28 |
| Sortino Ratio ⓘ | 0.18 | -0.53 | -0.61 |