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 ⓘ | 6.99% | -2.81% | -6.11% |
| Price Trend ⓘ | 0.65 | -0.41 | -0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.19% | 25.67% | 32.82% |
| Max Drawdown ⓘ | -5.15% | -21.41% | -27.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.50 | -0.18 | -0.31 |
| Calmar Ratio ⓘ | 1.36 | -0.13 | -0.22 |
| Sortino Ratio ⓘ | 0.92 | -0.19 | -0.33 |