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 ⓘ | 3.32% | -8.42% | -12.33% |
| Price Trend ⓘ | -0.28 | -0.21 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.40% | 48.28% | 74.62% |
| Max Drawdown ⓘ | -38.61% | -38.61% | -38.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | -0.21 | -0.22 |
| Calmar Ratio ⓘ | 0.09 | -0.22 | -0.32 |
| Sortino Ratio ⓘ | 0.13 | -0.39 | -0.41 |