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 ⓘ | 12.72% | -23.10% | -45.54% |
| Price Trend ⓘ | 0.24 | -0.83 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.31% | 32.84% | 46.95% |
| Max Drawdown ⓘ | -12.29% | -41.29% | -55.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | -0.76 | -1.05 |
| Calmar Ratio ⓘ | 1.03 | -0.56 | -0.82 |
| Sortino Ratio ⓘ | 0.79 | -0.98 | -1.21 |