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 ⓘ | -5.50% | -13.51% | 23.36% |
| Price Trend ⓘ | -0.24 | -0.77 | 0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.10% | 24.59% | 39.67% |
| Max Drawdown ⓘ | -21.00% | -32.48% | -32.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.36 | -0.63 | 0.48 |
| Calmar Ratio ⓘ | -0.26 | -0.42 | 0.72 |
| Sortino Ratio ⓘ | -0.46 | -0.75 | 0.62 |