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 ⓘ | 6.67% | -27.92% | -38.32% |
| Price Trend ⓘ | 0.29 | -0.74 | -0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.42% | 30.21% | 38.90% |
| Max Drawdown ⓘ | -14.83% | -37.87% | -49.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | -0.98 | -1.09 |
| Calmar Ratio ⓘ | 0.45 | -0.74 | -0.77 |
| Sortino Ratio ⓘ | 0.47 | -1.02 | -1.19 |