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 ⓘ | -22.93% | -10.60% | 24.08% |
| Price Trend ⓘ | -0.36 | -0.57 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.60% | 30.80% | 44.67% |
| Max Drawdown ⓘ | -29.60% | -33.37% | -33.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.90 | -0.41 | 0.45 |
| Calmar Ratio ⓘ | -0.77 | -0.32 | 0.72 |
| Sortino Ratio ⓘ | -0.94 | -0.45 | 0.52 |