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 ⓘ | -5.79% | -8.07% | 60.70% |
| Price Trend ⓘ | -0.41 | 0.73 | 0.90 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.68% | 36.55% | 46.25% |
| Max Drawdown ⓘ | -18.58% | -31.39% | -32.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | -0.28 | 1.21 |
| Calmar Ratio ⓘ | -0.31 | -0.26 | 1.89 |
| Sortino Ratio ⓘ | -0.58 | -0.46 | 2.03 |