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 ⓘ | -22.99% | 1.72% | 35.70% |
| Price Trend ⓘ | -0.80 | 0.40 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.65% | 38.11% | 65.37% |
| Max Drawdown ⓘ | -29.69% | -29.69% | -29.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.01 | 0.48 |
| Calmar Ratio ⓘ | -0.77 | 0.06 | 1.20 |
| Sortino Ratio ⓘ | -0.89 | -0.01 | 0.71 |