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 ⓘ | 4.01% | -26.71% | -25.73% |
| Price Trend ⓘ | 0.39 | -0.51 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.17% | 32.63% | 48.47% |
| Max Drawdown ⓘ | -20.42% | -36.43% | -36.43% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | -0.88 | -0.61 |
| Calmar Ratio ⓘ | 0.20 | -0.73 | -0.71 |
| Sortino Ratio ⓘ | 0.24 | -1.73 | -1.17 |