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 ⓘ | 2.27% | -8.98% | -7.86% |
| Price Trend ⓘ | 0.26 | 0.13 | -0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.89% | 30.92% | 38.08% |
| Max Drawdown ⓘ | -10.15% | -28.47% | -29.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.09 | -0.36 | -0.33 |
| Calmar Ratio ⓘ | 0.22 | -0.32 | -0.27 |
| Sortino Ratio ⓘ | 0.10 | -0.43 | -0.41 |