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% | -4.55% | -8.93% |
| Price Trend ⓘ | 0.14 | -0.76 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.78% | 14.32% | 16.40% |
| Max Drawdown ⓘ | -5.63% | -13.64% | -17.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | -0.46 | -0.82 |
| Calmar Ratio ⓘ | 0.40 | -0.33 | -0.52 |
| Sortino Ratio ⓘ | 0.22 | -0.61 | -1.09 |