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 ⓘ | 23.50% | -4.02% | -22.87% |
| Price Trend ⓘ | 0.54 | -0.69 | -0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.07% | 46.87% | 60.61% |
| Max Drawdown ⓘ | -23.84% | -52.02% | -56.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.71 | -0.12 | -0.44 |
| Calmar Ratio ⓘ | 0.99 | -0.08 | -0.41 |
| Sortino Ratio ⓘ | 1.09 | -0.22 | -0.66 |