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 ⓘ | 6.34% | -16.55% | -17.66% |
| Price Trend ⓘ | -0.14 | -0.82 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.73% | 24.91% | 31.09% |
| Max Drawdown ⓘ | -17.29% | -29.59% | -33.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.29 | -0.74 | -0.70 |
| Calmar Ratio ⓘ | 0.37 | -0.56 | -0.53 |
| Sortino Ratio ⓘ | 0.39 | -0.94 | -0.89 |