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 ⓘ | 4.11% | -12.07% | -37.53% |
| Price Trend ⓘ | -0.07 | -0.87 | -0.98 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.35% | 19.70% | 25.60% |
| Max Drawdown ⓘ | -15.16% | -25.91% | -44.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.21 | -0.71 | -1.62 |
| Calmar Ratio ⓘ | 0.27 | -0.47 | -0.83 |
| Sortino Ratio ⓘ | 0.37 | -1.06 | -2.05 |