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 ⓘ | -21.58% | -9.52% | 26.01% |
| Price Trend ⓘ | -0.38 | -0.55 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.63% | 30.80% | 44.67% |
| Max Drawdown ⓘ | -31.14% | -33.37% | -33.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | -0.37 | 0.49 |
| Calmar Ratio ⓘ | -0.69 | -0.29 | 0.78 |
| Sortino Ratio ⓘ | -0.87 | -0.41 | 0.57 |