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 ⓘ | -24.84% | -28.25% | 27.61% |
| Price Trend ⓘ | -0.66 | 0.20 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.61% | 37.38% | 47.39% |
| Max Drawdown ⓘ | -33.33% | -33.33% | -36.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.01 | -0.81 | 0.49 |
| Calmar Ratio ⓘ | -0.75 | -0.85 | 0.77 |
| Sortino Ratio ⓘ | -0.86 | -0.93 | 0.63 |