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 ⓘ | -20.85% | -10.21% | 25.21% |
| Price Trend ⓘ | -0.87 | -0.37 | 0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.77% | 19.86% | 36.59% |
| Max Drawdown ⓘ | -24.54% | -24.54% | -26.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.58 | -0.62 | 0.57 |
| Calmar Ratio ⓘ | -0.85 | -0.42 | 0.95 |
| Sortino Ratio ⓘ | -1.91 | -0.82 | 0.77 |