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 ⓘ | 5.67% | -16.69% | -7.71% |
| Price Trend ⓘ | 0.45 | -0.76 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.74% | 20.77% | 23.75% |
| Max Drawdown ⓘ | -13.13% | -27.45% | -33.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | -0.89 | -0.49 |
| Calmar Ratio ⓘ | 0.43 | -0.61 | -0.23 |
| Sortino Ratio ⓘ | 0.56 | -1.08 | -0.59 |