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 ⓘ | -6.28% | -0.38% | 56.35% |
| Price Trend ⓘ | -0.63 | 0.49 | 0.89 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.22% | 29.34% | 38.60% |
| Max Drawdown ⓘ | -16.20% | -16.20% | -16.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.40 | -0.08 | 1.34 |
| Calmar Ratio ⓘ | -0.39 | -0.02 | 3.48 |
| Sortino Ratio ⓘ | -0.45 | -0.09 | 1.59 |