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 ⓘ | 18.43% | -5.36% | -29.05% |
| Price Trend ⓘ | -0.63 | -0.50 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.16% | 43.36% | 57.55% |
| Max Drawdown ⓘ | -28.44% | -34.91% | -47.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | -0.17 | -0.58 |
| Calmar Ratio ⓘ | 0.65 | -0.15 | -0.61 |
| Sortino Ratio ⓘ | 1.18 | -0.28 | -1.00 |