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 ⓘ | 18.87% | -21.10% | -47.45% |
| Price Trend ⓘ | 0.86 | 0.08 | -0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.57% | 45.97% | 55.12% |
| Max Drawdown ⓘ | -11.25% | -44.78% | -63.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.75 | -0.50 | -0.94 |
| Calmar Ratio ⓘ | 1.68 | -0.47 | -0.74 |
| Sortino Ratio ⓘ | 1.32 | -0.66 | -1.28 |