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 ⓘ | -6.02% | -2.33% | 34.57% |
| Price Trend ⓘ | -0.70 | 0.52 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.75% | 25.64% | 45.44% |
| Max Drawdown ⓘ | -18.64% | -18.64% | -32.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | -0.17 | 0.67 |
| Calmar Ratio ⓘ | -0.32 | -0.12 | 1.07 |
| Sortino Ratio ⓘ | -0.74 | -0.30 | 1.12 |