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 ⓘ | 5.28% | -28.52% | -6.98% |
| Price Trend ⓘ | -0.13 | -0.25 | -0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.71% | 49.61% | 57.12% |
| Max Drawdown ⓘ | -23.05% | -37.30% | -40.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | -0.61 | -0.19 |
| Calmar Ratio ⓘ | 0.23 | -0.76 | -0.17 |
| Sortino Ratio ⓘ | 0.26 | -0.57 | -0.19 |