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 ⓘ | -16.22% | -15.50% | 54.76% |
| Price Trend ⓘ | -0.81 | -0.43 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.25% | 35.55% | 60.77% |
| Max Drawdown ⓘ | -33.65% | -37.81% | -37.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.49 | 0.83 |
| Calmar Ratio ⓘ | -0.48 | -0.41 | 1.45 |
| Sortino Ratio ⓘ | -0.88 | -0.65 | 1.15 |