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 ⓘ | 20.58% | -9.80% | -48.87% |
| Price Trend ⓘ | 0.86 | -0.08 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.73% | 31.90% | 49.54% |
| Max Drawdown ⓘ | -11.43% | -31.48% | -62.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | -0.37 | -1.07 |
| Calmar Ratio ⓘ | 1.80 | -0.31 | -0.79 |
| Sortino Ratio ⓘ | 1.75 | -0.42 | -1.16 |