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 ⓘ | 7.03% | 11.83% | -9.02% |
| Price Trend ⓘ | -0.22 | 0.37 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.22% | 61.96% | 81.94% |
| Max Drawdown ⓘ | -24.74% | -45.14% | -45.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 0.16 | -0.16 |
| Calmar Ratio ⓘ | 0.28 | 0.26 | -0.20 |
| Sortino Ratio ⓘ | 0.37 | 0.16 | -0.19 |