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 ⓘ | -7.26% | -38.11% | N/A |
| Price Trend ⓘ | 0.64 | -0.80 | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.62% | 43.25% | N/A |
| Max Drawdown ⓘ | -13.47% | -48.01% | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | -0.93 | N/A |
| Calmar Ratio ⓘ | -0.54 | -0.79 | N/A |
| Sortino Ratio ⓘ | -0.39 | -0.99 | N/A |