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 ⓘ | 12.16% | -26.29% | -41.26% |
| Price Trend ⓘ | 0.63 | -0.75 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.59% | 35.81% | 48.59% |
| Max Drawdown ⓘ | -15.57% | -44.51% | -60.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.46 | -0.79 | -0.93 |
| Calmar Ratio ⓘ | 0.78 | -0.59 | -0.68 |
| Sortino Ratio ⓘ | 0.70 | -0.92 | -0.97 |