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 ⓘ | -20.15% | -11.54% | 8.52% |
| Price Trend ⓘ | -0.92 | 0.30 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.31% | 38.95% | 51.86% |
| Max Drawdown ⓘ | -28.95% | -31.74% | -31.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.16 | -0.35 | 0.08 |
| Calmar Ratio ⓘ | -0.70 | -0.36 | 0.27 |
| Sortino Ratio ⓘ | -2.42 | -0.69 | 0.13 |