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 ⓘ | 6.98% | -14.67% | -18.52% |
| Price Trend ⓘ | 0.77 | -0.16 | -0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.55% | 33.34% | 51.40% |
| Max Drawdown ⓘ | -19.13% | -35.55% | -45.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.24 | -0.50 | -0.44 |
| Calmar Ratio ⓘ | 0.36 | -0.41 | -0.41 |
| Sortino Ratio ⓘ | 0.53 | -0.94 | -0.69 |