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 ⓘ | -29.07% | -16.07% | 10.67% |
| Price Trend ⓘ | -0.92 | -0.51 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.20% | 40.61% | 60.76% |
| Max Drawdown ⓘ | -43.19% | -46.89% | -46.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | -0.44 | 0.11 |
| Calmar Ratio ⓘ | -0.67 | -0.34 | 0.23 |
| Sortino Ratio ⓘ | -1.20 | -0.61 | 0.18 |