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 ⓘ | -2.25% | 15.60% | -28.70% |
| Price Trend ⓘ | -0.18 | -0.44 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.72% | 36.57% | 58.70% |
| Max Drawdown ⓘ | -18.48% | -28.10% | -56.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.14 | 0.37 | -0.56 |
| Calmar Ratio ⓘ | -0.12 | 0.56 | -0.51 |
| Sortino Ratio ⓘ | -0.25 | 0.53 | -0.81 |