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 ⓘ | 19.89% | -32.42% | N/A |
| Price Trend ⓘ | -0.68 | -0.87 | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 52.38% | 68.93% | N/A |
| Max Drawdown ⓘ | -43.49% | -66.62% | N/A |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.36 | -0.50 | N/A |
| Calmar Ratio ⓘ | 0.46 | -0.49 | N/A |
| Sortino Ratio ⓘ | 0.81 | -0.99 | N/A |