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 ⓘ | 4.89% | -9.49% | -25.86% |
| Price Trend ⓘ | 0.45 | -0.73 | -0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.23% | 28.06% | 48.00% |
| Max Drawdown ⓘ | -15.31% | -28.76% | -42.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | -0.41 | -0.63 |
| Calmar Ratio ⓘ | 0.32 | -0.33 | -0.61 |
| Sortino Ratio ⓘ | 0.24 | -0.56 | -0.79 |