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 ⓘ | 1.48% | -16.41% | 2.74% |
| Price Trend ⓘ | 0.38 | 0.63 | -0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.38% | 46.40% | 63.36% |
| Max Drawdown ⓘ | -19.01% | -44.40% | -52.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.02 | -0.40 | -0.03 |
| Calmar Ratio ⓘ | 0.08 | -0.37 | 0.05 |
| Sortino Ratio ⓘ | 0.02 | -0.59 | -0.05 |