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 ⓘ | 9.65% | -28.93% | -15.41% |
| Price Trend ⓘ | 0.70 | -0.72 | -0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.71% | 47.97% | 68.68% |
| Max Drawdown ⓘ | -14.76% | -45.17% | -61.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.30 | -0.64 | -0.28 |
| Calmar Ratio ⓘ | 0.65 | -0.64 | -0.25 |
| Sortino Ratio ⓘ | 0.62 | -0.98 | -0.48 |