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 ⓘ | 2.28% | -19.01% | -19.32% |
| Price Trend ⓘ | 0.24 | -0.76 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.57% | 24.67% | 32.44% |
| Max Drawdown ⓘ | -11.07% | -25.27% | -30.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | -0.84 | -0.72 |
| Calmar Ratio ⓘ | 0.21 | -0.75 | -0.63 |
| Sortino Ratio ⓘ | 0.16 | -1.30 | -1.12 |