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 ⓘ | 9.68% | -8.11% | -49.25% |
| Price Trend ⓘ | -0.40 | 0.34 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.17% | 33.35% | 50.88% |
| Max Drawdown ⓘ | -21.47% | -22.43% | -56.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | -0.30 | -1.05 |
| Calmar Ratio ⓘ | 0.45 | -0.36 | -0.87 |
| Sortino Ratio ⓘ | 0.62 | -0.33 | -1.14 |