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 ⓘ | 0.40% | -21.77% | 35.86% |
| Price Trend ⓘ | 0.59 | -0.73 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.86% | 44.89% | 64.95% |
| Max Drawdown ⓘ | -19.44% | -52.94% | -54.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | -0.53 | 0.49 |
| Calmar Ratio ⓘ | 0.02 | -0.41 | 0.65 |
| Sortino Ratio ⓘ | -0.03 | -0.82 | 0.78 |