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 ⓘ | 7.44% | -40.95% | -59.79% |
| Price Trend ⓘ | 0.33 | -0.86 | -0.94 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.79% | 52.46% | 60.47% |
| Max Drawdown ⓘ | -31.66% | -65.36% | -74.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.14 | -0.82 | -1.05 |
| Calmar Ratio ⓘ | 0.23 | -0.63 | -0.81 |
| Sortino Ratio ⓘ | 0.35 | -1.54 | -1.74 |