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 ⓘ | 15.66% | -26.77% | -12.22% |
| Price Trend ⓘ | 0.67 | 0.14 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.66% | 48.29% | 62.38% |
| Max Drawdown ⓘ | -17.76% | -50.56% | -58.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.59 | -0.60 | -0.27 |
| Calmar Ratio ⓘ | 0.88 | -0.53 | -0.21 |
| Sortino Ratio ⓘ | 0.97 | -0.70 | -0.34 |