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 ⓘ | 4.04% | -1.88% | -25.30% |
| Price Trend ⓘ | 0.01 | -0.43 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 53.13% | 61.90% | 77.28% |
| Max Drawdown ⓘ | -38.90% | -41.96% | -66.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | -0.06 | -0.38 |
| Calmar Ratio ⓘ | 0.10 | -0.04 | -0.38 |
| Sortino Ratio ⓘ | 0.07 | -0.08 | -0.49 |