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 ⓘ | 3.77% | -4.04% | -12.49% |
| Price Trend ⓘ | -0.10 | 0.32 | -0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 45.48% | 61.36% | 82.73% |
| Max Drawdown ⓘ | -37.41% | -37.41% | -50.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | -0.10 | -0.21 |
| Calmar Ratio ⓘ | 0.10 | -0.11 | -0.25 |
| Sortino Ratio ⓘ | 0.09 | -0.17 | -0.36 |