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 ⓘ | 15.28% | -27.53% | -27.54% |
| Price Trend ⓘ | 0.33 | -0.69 | -0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 36.97% | 51.66% | 69.60% |
| Max Drawdown ⓘ | -23.52% | -49.13% | -66.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | -0.57 | -0.45 |
| Calmar Ratio ⓘ | 0.65 | -0.56 | -0.41 |
| Sortino Ratio ⓘ | 0.74 | -1.02 | -0.74 |