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 ⓘ | -10.83% | -15.41% | 10.49% |
| Price Trend ⓘ | -0.47 | -0.82 | 0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.31% | 33.27% | 53.06% |
| Max Drawdown ⓘ | -31.58% | -40.34% | -40.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | -0.52 | 0.12 |
| Calmar Ratio ⓘ | -0.34 | -0.38 | 0.26 |
| Sortino Ratio ⓘ | -0.65 | -0.68 | 0.15 |