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 ⓘ | -15.07% | 8.98% | 14.26% |
| Price Trend ⓘ | -0.58 | -0.25 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.16% | 41.21% | 52.42% |
| Max Drawdown ⓘ | -31.75% | -31.75% | -31.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.66 | 0.17 | 0.19 |
| Calmar Ratio ⓘ | -0.47 | 0.28 | 0.45 |
| Sortino Ratio ⓘ | -0.74 | 0.25 | 0.27 |