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 ⓘ | 3.57% | -8.67% | -7.25% |
| Price Trend ⓘ | 0.75 | -0.61 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.00% | 22.90% | 45.29% |
| Max Drawdown ⓘ | -10.71% | -24.85% | -44.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.16 | -0.47 | -0.25 |
| Calmar Ratio ⓘ | 0.33 | -0.35 | -0.16 |
| Sortino Ratio ⓘ | 0.23 | -0.69 | -0.32 |