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 ⓘ | 3.23% | -40.85% | -30.93% |
| Price Trend ⓘ | -0.16 | -0.91 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.12% | 40.98% | 47.34% |
| Max Drawdown ⓘ | -29.46% | -59.72% | -64.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | -1.04 | -0.74 |
| Calmar Ratio ⓘ | 0.11 | -0.68 | -0.48 |
| Sortino Ratio ⓘ | 0.08 | -1.25 | -0.89 |