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 ⓘ | 4.02% | -11.42% | -28.99% |
| Price Trend ⓘ | 0.22 | -0.40 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.06% | 36.74% | 49.24% |
| Max Drawdown ⓘ | -20.72% | -36.80% | -49.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | -0.36 | -0.67 |
| Calmar Ratio ⓘ | 0.19 | -0.31 | -0.58 |
| Sortino Ratio ⓘ | 0.32 | -0.42 | -0.86 |