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 ⓘ | 11.21% | -13.22% | -32.77% |
| Price Trend ⓘ | 0.11 | -0.81 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.87% | 34.01% | 46.16% |
| Max Drawdown ⓘ | -19.91% | -42.83% | -57.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.49 | -0.44 | -0.80 |
| Calmar Ratio ⓘ | 0.56 | -0.31 | -0.57 |
| Sortino Ratio ⓘ | 0.63 | -0.53 | -0.98 |