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 ⓘ | 7.05% | -28.18% | -35.42% |
| Price Trend ⓘ | 0.65 | -0.61 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.57% | 58.20% | 70.13% |
| Max Drawdown ⓘ | -20.91% | -49.37% | -55.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.25 | -0.52 | -0.56 |
| Calmar Ratio ⓘ | 0.34 | -0.57 | -0.64 |
| Sortino Ratio ⓘ | 0.39 | -0.48 | -0.54 |