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 ⓘ | 4.47% | -9.04% | -22.47% |
| Price Trend ⓘ | 0.48 | -0.22 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.82% | 30.52% | 34.86% |
| Max Drawdown ⓘ | -9.56% | -30.34% | -36.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | -0.37 | -0.78 |
| Calmar Ratio ⓘ | 0.47 | -0.30 | -0.62 |
| Sortino Ratio ⓘ | 0.37 | -0.45 | -0.99 |