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 ⓘ | 1.03% | -25.40% | -26.29% |
| Price Trend ⓘ | -0.69 | -0.21 | -0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.85% | 33.34% | 57.05% |
| Max Drawdown ⓘ | -27.23% | -36.31% | -40.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.00 | -0.82 | -0.53 |
| Calmar Ratio ⓘ | 0.04 | -0.70 | -0.65 |
| Sortino Ratio ⓘ | 0.01 | -1.44 | -0.94 |