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 ⓘ | 14.68% | -33.90% | -26.75% |
| Price Trend ⓘ | 0.52 | -0.76 | -0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 37.52% | 58.80% | 103.05% |
| Max Drawdown ⓘ | -25.41% | -60.96% | -76.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | -0.61 | -0.30 |
| Calmar Ratio ⓘ | 0.58 | -0.56 | -0.35 |
| Sortino Ratio ⓘ | 0.75 | -0.98 | -0.51 |