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 ⓘ | -1.51% | 6.86% | 31.32% |
| Price Trend ⓘ | 0.36 | -0.13 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.01% | 44.85% | 74.92% |
| Max Drawdown ⓘ | -20.79% | -32.15% | -55.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | 0.11 | 0.36 |
| Calmar Ratio ⓘ | -0.07 | 0.21 | 0.56 |
| Sortino Ratio ⓘ | -0.15 | 0.19 | 0.57 |