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 ⓘ | 8.98% | -30.29% | -45.79% |
| Price Trend ⓘ | 0.67 | -0.63 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.00% | 37.99% | 44.10% |
| Max Drawdown ⓘ | -17.48% | -46.24% | -57.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | -0.85 | -1.13 |
| Calmar Ratio ⓘ | 0.51 | -0.66 | -0.79 |
| Sortino Ratio ⓘ | 0.46 | -0.99 | -1.38 |