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 ⓘ | 6.07% | -15.52% | -21.88% |
| Price Trend ⓘ | 0.55 | -0.74 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.71% | 20.41% | 28.56% |
| Max Drawdown ⓘ | -9.70% | -25.74% | -31.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | -0.85 | -0.91 |
| Calmar Ratio ⓘ | 0.63 | -0.60 | -0.69 |
| Sortino Ratio ⓘ | 0.76 | -0.90 | -1.05 |