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 ⓘ | 5.22% | -21.36% | -14.82% |
| Price Trend ⓘ | 0.54 | -0.69 | -0.36 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.71% | 28.99% | 49.64% |
| Max Drawdown ⓘ | -14.77% | -26.46% | -42.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | -0.81 | -0.38 |
| Calmar Ratio ⓘ | 0.35 | -0.81 | -0.35 |
| Sortino Ratio ⓘ | 0.34 | -1.35 | -0.67 |