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 ⓘ | 15.94% | -9.56% | -18.64% |
| Price Trend ⓘ | 0.84 | -0.24 | -0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.28% | 27.18% | 41.05% |
| Max Drawdown ⓘ | -11.40% | -27.47% | -34.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.78 | -0.42 | -0.55 |
| Calmar Ratio ⓘ | 1.40 | -0.35 | -0.54 |
| Sortino Ratio ⓘ | 1.28 | -0.53 | -0.69 |