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 ⓘ | -18.25% | -5.94% | 30.87% |
| Price Trend ⓘ | -0.73 | 0.30 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.56% | 33.86% | 46.57% |
| Max Drawdown ⓘ | -16.59% | -24.88% | -24.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.43 | -0.24 | 0.57 |
| Calmar Ratio ⓘ | -1.10 | -0.24 | 1.24 |
| Sortino Ratio ⓘ | -2.04 | -0.33 | 0.89 |