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 ⓘ | -2.84% | -2.18% | 33.23% |
| Price Trend ⓘ | -0.70 | -0.49 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.79% | 25.66% | 44.13% |
| Max Drawdown ⓘ | -20.29% | -28.32% | -28.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.16 | 0.66 |
| Calmar Ratio ⓘ | -0.14 | -0.08 | 1.17 |
| Sortino Ratio ⓘ | -0.38 | -0.25 | 1.03 |