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 ⓘ | 1.95% | -3.97% | -5.77% |
| Price Trend ⓘ | -0.57 | -0.75 | 0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.36% | 22.21% | 33.36% |
| Max Drawdown ⓘ | -11.95% | -18.89% | -29.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | -0.27 | -0.30 |
| Calmar Ratio ⓘ | 0.16 | -0.21 | -0.20 |
| Sortino Ratio ⓘ | 0.10 | -0.40 | -0.38 |