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 ⓘ | 4.88% | -28.46% | 10.78% |
| Price Trend ⓘ | -0.52 | -0.85 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.07% | 37.46% | 55.48% |
| Max Drawdown ⓘ | -37.70% | -48.89% | -54.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.13 | -0.81 | 0.12 |
| Calmar Ratio ⓘ | 0.13 | -0.58 | 0.20 |
| Sortino Ratio ⓘ | 0.22 | -1.06 | 0.18 |