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 ⓘ | 4.25% | -9.68% | -3.45% |
| Price Trend ⓘ | -0.11 | -0.49 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.63% | 18.47% | 31.87% |
| Max Drawdown ⓘ | -11.65% | -14.22% | -28.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | -0.63 | -0.24 |
| Calmar Ratio ⓘ | 0.36 | -0.68 | -0.12 |
| Sortino Ratio ⓘ | 0.27 | -0.74 | -0.31 |