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 ⓘ | -6.55% | 23.52% | 0.05% |
| Price Trend ⓘ | -0.52 | 0.75 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.59% | 26.12% | 46.67% |
| Max Drawdown ⓘ | -23.73% | -23.73% | -48.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | 0.82 | -0.09 |
| Calmar Ratio ⓘ | -0.28 | 0.99 | 0.00 |
| Sortino Ratio ⓘ | -0.38 | 1.00 | -0.11 |