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 ⓘ | 3.03% | -10.74% | -29.95% |
| Price Trend ⓘ | -0.07 | -0.85 | -0.96 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.05% | 19.52% | 23.21% |
| Max Drawdown ⓘ | -15.87% | -28.47% | -40.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | -0.64 | -1.46 |
| Calmar Ratio ⓘ | 0.19 | -0.38 | -0.73 |
| Sortino Ratio ⓘ | 0.28 | -1.08 | -2.00 |