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 ⓘ | 9.66% | -10.14% | -14.35% |
| Price Trend ⓘ | 0.23 | -0.28 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.00% | 27.89% | 35.94% |
| Max Drawdown ⓘ | -16.16% | -30.60% | -39.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | -0.44 | -0.52 |
| Calmar Ratio ⓘ | 0.60 | -0.33 | -0.37 |
| Sortino Ratio ⓘ | 0.93 | -0.46 | -0.58 |