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 ⓘ | -9.96% | -12.03% | 22.02% |
| Price Trend ⓘ | -0.74 | -0.78 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.21% | 37.82% | 53.13% |
| Max Drawdown ⓘ | -24.96% | -36.76% | -36.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | -0.37 | 0.34 |
| Calmar Ratio ⓘ | -0.40 | -0.33 | 0.60 |
| Sortino Ratio ⓘ | -0.49 | -0.57 | 0.48 |