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 ⓘ | -31.78% | 13.99% | -8.29% |
| Price Trend ⓘ | -0.87 | 0.44 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 34.09% | 50.15% | 75.89% |
| Max Drawdown ⓘ | -42.16% | -43.43% | -64.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.96 | 0.24 | -0.17 |
| Calmar Ratio ⓘ | -0.75 | 0.32 | -0.13 |
| Sortino Ratio ⓘ | -1.72 | 0.46 | -0.27 |