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 ⓘ | -7.70% | 12.41% | -30.70% |
| Price Trend ⓘ | -0.16 | 0.65 | -0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.59% | 39.80% | 68.19% |
| Max Drawdown ⓘ | -20.57% | -23.77% | -60.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.33 | 0.26 | -0.51 |
| Calmar Ratio ⓘ | -0.37 | 0.52 | -0.50 |
| Sortino Ratio ⓘ | -0.59 | 0.33 | -0.62 |