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 ⓘ | 14.40% | -20.13% | -26.07% |
| Price Trend ⓘ | -0.06 | -0.21 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.09% | 26.75% | 33.10% |
| Max Drawdown ⓘ | -20.73% | -33.51% | -43.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.61 | -0.82 | -0.91 |
| Calmar Ratio ⓘ | 0.69 | -0.60 | -0.60 |
| Sortino Ratio ⓘ | 0.91 | -1.20 | -1.19 |