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 ⓘ | -35.66% | -20.14% | 25.93% |
| Price Trend ⓘ | -0.88 | -0.53 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.32% | 49.14% | 61.73% |
| Max Drawdown ⓘ | -42.98% | -45.55% | -45.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.45 | -0.45 | 0.35 |
| Calmar Ratio ⓘ | -0.83 | -0.44 | 0.57 |
| Sortino Ratio ⓘ | -1.88 | -0.88 | 0.61 |