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 ⓘ | -20.01% | -3.29% | 9.57% |
| Price Trend ⓘ | -0.80 | -0.02 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.37% | 31.07% | 50.79% |
| Max Drawdown ⓘ | -28.80% | -28.80% | -40.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | -0.17 | 0.11 |
| Calmar Ratio ⓘ | -0.69 | -0.11 | 0.23 |
| Sortino Ratio ⓘ | -1.48 | -0.25 | 0.14 |