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 ⓘ | 0.47% | 63.53% | -27.81% |
| Price Trend ⓘ | -0.45 | 0.82 | -0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.37% | 44.96% | 70.51% |
| Max Drawdown ⓘ | -27.57% | -27.57% | -67.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | 1.37 | -0.46 |
| Calmar Ratio ⓘ | 0.02 | 2.30 | -0.41 |
| Sortino Ratio ⓘ | -0.03 | 2.58 | -0.60 |