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 ⓘ | 13.53% | -4.20% | -34.41% |
| Price Trend ⓘ | 0.43 | 0.57 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.86% | 49.27% | 57.76% |
| Max Drawdown ⓘ | -24.77% | -42.68% | -58.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | -0.13 | -0.67 |
| Calmar Ratio ⓘ | 0.55 | -0.10 | -0.58 |
| Sortino Ratio ⓘ | 0.55 | -0.18 | -0.94 |