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 ⓘ | 25.63% | -10.39% | -6.19% |
| Price Trend ⓘ | 0.63 | 0.61 | 0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 43.47% | 63.48% | 91.26% |
| Max Drawdown ⓘ | -37.23% | -52.42% | -61.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | -0.20 | -0.12 |
| Calmar Ratio ⓘ | 0.69 | -0.20 | -0.10 |
| Sortino Ratio ⓘ | 0.82 | -0.31 | -0.20 |