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 ⓘ | -26.50% | -7.80% | 1.29% |
| Price Trend ⓘ | -0.89 | -0.46 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.94% | 44.03% | 54.84% |
| Max Drawdown ⓘ | -35.87% | -48.62% | -48.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | -0.22 | -0.05 |
| Calmar Ratio ⓘ | -0.74 | -0.16 | 0.03 |
| Sortino Ratio ⓘ | -1.33 | -0.38 | -0.09 |