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 ⓘ | 4.52% | -18.83% | -17.92% |
| Price Trend ⓘ | 0.40 | 0.15 | -0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.32% | 39.10% | 45.88% |
| Max Drawdown ⓘ | -12.32% | -34.87% | -42.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | -0.54 | -0.49 |
| Calmar Ratio ⓘ | 0.37 | -0.54 | -0.43 |
| Sortino Ratio ⓘ | 0.40 | -0.67 | -0.61 |