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 ⓘ | 15.67% | -7.93% | -4.59% |
| Price Trend ⓘ | -0.41 | -0.50 | -0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.46% | 29.62% | 47.92% |
| Max Drawdown ⓘ | -21.21% | -26.76% | -44.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | -0.33 | -0.18 |
| Calmar Ratio ⓘ | 0.74 | -0.30 | -0.10 |
| Sortino Ratio ⓘ | 1.05 | -0.52 | -0.34 |