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 ⓘ | 7.15% | -20.07% | -15.14% |
| Price Trend ⓘ | 0.78 | -0.70 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.22% | 28.74% | 34.64% |
| Max Drawdown ⓘ | -13.20% | -37.63% | -41.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | -0.77 | -0.56 |
| Calmar Ratio ⓘ | 0.54 | -0.53 | -0.37 |
| Sortino Ratio ⓘ | 0.32 | -0.91 | -0.68 |