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 ⓘ | 13.52% | -38.68% | -41.36% |
| Price Trend ⓘ | 0.70 | -0.81 | -0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.16% | 32.31% | 45.65% |
| Max Drawdown ⓘ | -9.43% | -48.37% | -57.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | -1.26 | -1.00 |
| Calmar Ratio ⓘ | 1.43 | -0.80 | -0.72 |
| Sortino Ratio ⓘ | 1.72 | -1.22 | -1.17 |