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 ⓘ | -2.26% | -13.50% | 19.57% |
| Price Trend ⓘ | -0.68 | -0.84 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.73% | 27.05% | 39.84% |
| Max Drawdown ⓘ | -20.58% | -28.09% | -28.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | -0.57 | 0.39 |
| Calmar Ratio ⓘ | -0.11 | -0.48 | 0.70 |
| Sortino Ratio ⓘ | -0.21 | -0.81 | 0.55 |