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 ⓘ | 14.72% | -14.36% | -36.34% |
| Price Trend ⓘ | 0.55 | -0.69 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.71% | 24.56% | 40.99% |
| Max Drawdown ⓘ | -14.29% | -35.34% | -57.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.74 | -0.66 | -0.99 |
| Calmar Ratio ⓘ | 1.03 | -0.41 | -0.64 |
| Sortino Ratio ⓘ | 1.24 | -1.04 | -1.22 |