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 ⓘ | 6.01% | -14.03% | -5.97% |
| Price Trend ⓘ | 0.41 | -0.58 | -0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.47% | 21.88% | 26.29% |
| Max Drawdown ⓘ | -11.18% | -27.49% | -28.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | -0.73 | -0.38 |
| Calmar Ratio ⓘ | 0.54 | -0.51 | -0.21 |
| Sortino Ratio ⓘ | 0.57 | -0.76 | -0.43 |