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 ⓘ | 6.95% | -5.88% | -24.62% |
| Price Trend ⓘ | 0.68 | 0.69 | -0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.08% | 20.91% | 31.08% |
| Max Drawdown ⓘ | -8.15% | -22.83% | -39.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.46 | -0.38 | -0.93 |
| Calmar Ratio ⓘ | 0.85 | -0.26 | -0.62 |
| Sortino Ratio ⓘ | 0.90 | -0.58 | -1.18 |