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 ⓘ | -19.34% | 0.27% | 21.16% |
| Price Trend ⓘ | -0.72 | -0.59 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.99% | 29.26% | 59.44% |
| Max Drawdown ⓘ | -28.64% | -39.22% | -41.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -0.06 | 0.28 |
| Calmar Ratio ⓘ | -0.68 | 0.01 | 0.51 |
| Sortino Ratio ⓘ | -1.64 | -0.10 | 0.47 |