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 ⓘ | -24.94% | -15.61% | 5.38% |
| Price Trend ⓘ | -0.92 | 0.31 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.89% | 40.63% | 48.29% |
| Max Drawdown ⓘ | -27.14% | -28.26% | -40.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.31 | -0.44 | 0.02 |
| Calmar Ratio ⓘ | -0.92 | -0.55 | 0.13 |
| Sortino Ratio ⓘ | -1.83 | -0.62 | 0.03 |