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 ⓘ | 0.15% | -34.67% | 17.88% |
| Price Trend ⓘ | 0.20 | -0.84 | -0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.35% | 49.80% | 66.61% |
| Max Drawdown ⓘ | -21.99% | -52.47% | -57.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | -0.73 | 0.21 |
| Calmar Ratio ⓘ | 0.01 | -0.66 | 0.31 |
| Sortino Ratio ⓘ | -0.04 | -1.13 | 0.33 |