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 ⓘ | -14.57% | 26.30% | 7.68% |
| Price Trend ⓘ | -0.51 | 0.50 | 0.76 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 44.43% | 49.34% | 60.20% |
| Max Drawdown ⓘ | -39.89% | -39.89% | -39.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.35 | 0.49 | 0.06 |
| Calmar Ratio ⓘ | -0.37 | 0.66 | 0.19 |
| Sortino Ratio ⓘ | -0.91 | 1.11 | 0.10 |