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 ⓘ | 6.38% | -13.09% | -18.71% |
| Price Trend ⓘ | 0.33 | -0.78 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.12% | 19.44% | 24.71% |
| Max Drawdown ⓘ | -9.50% | -24.60% | -31.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | -0.77 | -0.92 |
| Calmar Ratio ⓘ | 0.67 | -0.53 | -0.59 |
| Sortino Ratio ⓘ | 1.06 | -0.73 | -1.00 |