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 ⓘ | -18.19% | -0.79% | 8.67% |
| Price Trend ⓘ | -0.71 | -0.70 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 35.05% | 48.91% | 74.56% |
| Max Drawdown ⓘ | -34.80% | -43.43% | -58.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | -0.06 | 0.06 |
| Calmar Ratio ⓘ | -0.52 | -0.02 | 0.15 |
| Sortino Ratio ⓘ | -0.93 | -0.10 | 0.10 |