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 ⓘ | 5.85% | -14.64% | -24.49% |
| Price Trend ⓘ | 0.73 | -0.32 | -0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.09% | 25.77% | 29.90% |
| Max Drawdown ⓘ | -11.73% | -26.39% | -40.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | -0.65 | -0.97 |
| Calmar Ratio ⓘ | 0.50 | -0.55 | -0.61 |
| Sortino Ratio ⓘ | 0.64 | -0.68 | -1.14 |