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 ⓘ | -9.48% | -7.02% | 27.96% |
| Price Trend ⓘ | -0.41 | 0.43 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.24% | 21.17% | 28.86% |
| Max Drawdown ⓘ | -19.81% | -19.81% | -19.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.43 | 0.81 |
| Calmar Ratio ⓘ | -0.48 | -0.35 | 1.41 |
| Sortino Ratio ⓘ | -0.99 | -0.54 | 1.09 |