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 ⓘ | 3.92% | -17.74% | -19.91% |
| Price Trend ⓘ | -0.13 | -0.72 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.15% | 24.22% | 41.49% |
| Max Drawdown ⓘ | -15.58% | -25.84% | -34.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.16 | -0.81 | -0.58 |
| Calmar Ratio ⓘ | 0.25 | -0.69 | -0.58 |
| Sortino Ratio ⓘ | 0.19 | -1.12 | -0.82 |