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 ⓘ | 4.56% | -2.15% | -12.98% |
| Price Trend ⓘ | 0.71 | -0.11 | -0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.76% | 28.33% | 33.44% |
| Max Drawdown ⓘ | -8.21% | -22.09% | -26.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.27 | -0.15 | -0.52 |
| Calmar Ratio ⓘ | 0.56 | -0.10 | -0.48 |
| Sortino Ratio ⓘ | 0.54 | -0.18 | -0.65 |