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 ⓘ | -18.18% | -15.39% | 1.29% |
| Price Trend ⓘ | -0.76 | -0.18 | 0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.60% | 48.26% | 64.18% |
| Max Drawdown ⓘ | -36.88% | -36.88% | -36.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.59 | -0.36 | -0.05 |
| Calmar Ratio ⓘ | -0.49 | -0.42 | 0.03 |
| Sortino Ratio ⓘ | -0.57 | -0.38 | -0.06 |