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 ⓘ | 1.74% | -4.90% | -4.86% |
| Price Trend ⓘ | -0.30 | -0.32 | 0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.20% | 16.51% | 29.16% |
| Max Drawdown ⓘ | -8.51% | -10.18% | -20.60% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | -0.41 | -0.31 |
| Calmar Ratio ⓘ | 0.20 | -0.48 | -0.24 |
| Sortino Ratio ⓘ | 0.09 | -0.52 | -0.37 |