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 ⓘ | 2.21% | -7.13% | -39.16% |
| Price Trend ⓘ | -0.02 | -0.49 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.38% | 39.78% | 66.97% |
| Max Drawdown ⓘ | -21.52% | -35.51% | -52.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.04 | -0.23 | -0.65 |
| Calmar Ratio ⓘ | 0.10 | -0.20 | -0.74 |
| Sortino Ratio ⓘ | 0.07 | -0.40 | -1.00 |