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 ⓘ | 2.03% | -19.79% | -30.67% |
| Price Trend ⓘ | 0.42 | -0.54 | -0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.57% | 34.59% | 40.49% |
| Max Drawdown ⓘ | -12.63% | -28.14% | -39.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.05 | -0.63 | -0.87 |
| Calmar Ratio ⓘ | 0.16 | -0.70 | -0.79 |
| Sortino Ratio ⓘ | 0.08 | -0.80 | -1.15 |