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 ⓘ | 4.55% | -8.67% | -10.01% |
| Price Trend ⓘ | 0.16 | -0.24 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.00% | 22.76% | 29.06% |
| Max Drawdown ⓘ | -5.63% | -26.98% | -30.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | -0.47 | -0.50 |
| Calmar Ratio ⓘ | 0.81 | -0.32 | -0.33 |
| Sortino Ratio ⓘ | 0.51 | -0.59 | -0.70 |