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 ⓘ | 1.36% | -7.98% | -6.37% |
| Price Trend ⓘ | 0.01 | -0.31 | -0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.42% | 18.37% | 23.83% |
| Max Drawdown ⓘ | -7.74% | -16.46% | -17.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.03 | -0.55 | -0.46 |
| Calmar Ratio ⓘ | 0.18 | -0.48 | -0.36 |
| Sortino Ratio ⓘ | 0.04 | -0.79 | -0.68 |