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 ⓘ | 5.45% | -4.44% | -14.64% |
| Price Trend ⓘ | 0.32 | -0.33 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.28% | 12.00% | 24.54% |
| Max Drawdown ⓘ | -8.44% | -14.15% | -34.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.48 | -0.54 | -0.77 |
| Calmar Ratio ⓘ | 0.65 | -0.31 | -0.42 |
| Sortino Ratio ⓘ | 0.86 | -0.83 | -0.90 |