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 ⓘ | 3.31% | -14.43% | -20.00% |
| Price Trend ⓘ | 0.19 | -0.79 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.03% | 16.80% | 27.32% |
| Max Drawdown ⓘ | -12.63% | -27.90% | -31.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.18 | -0.97 | -0.88 |
| Calmar Ratio ⓘ | 0.26 | -0.52 | -0.63 |
| Sortino Ratio ⓘ | 0.29 | -1.46 | -1.05 |