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 ⓘ | 1.59% | -21.06% | -13.17% |
| Price Trend ⓘ | 0.19 | -0.74 | -0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.34% | 30.37% | 41.36% |
| Max Drawdown ⓘ | -10.83% | -30.90% | -35.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.05 | -0.76 | -0.42 |
| Calmar Ratio ⓘ | 0.15 | -0.68 | -0.38 |
| Sortino Ratio ⓘ | 0.06 | -0.68 | -0.43 |