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 ⓘ | -4.08% | -6.52% | 11.83% |
| Price Trend ⓘ | -0.75 | -0.50 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.19% | 33.79% | 51.76% |
| Max Drawdown ⓘ | -20.65% | -32.32% | -38.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | -0.25 | 0.15 |
| Calmar Ratio ⓘ | -0.20 | -0.20 | 0.31 |
| Sortino Ratio ⓘ | -0.28 | -0.35 | 0.19 |