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 ⓘ | -5.30% | 6.93% | -14.46% |
| Price Trend ⓘ | -0.78 | 0.24 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.52% | 39.13% | 64.25% |
| Max Drawdown ⓘ | -26.37% | -26.37% | -47.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.28 | 0.13 | -0.29 |
| Calmar Ratio ⓘ | -0.20 | 0.26 | -0.30 |
| Sortino Ratio ⓘ | -0.47 | 0.17 | -0.36 |