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 ⓘ | -21.17% | -42.77% | 20.20% |
| Price Trend ⓘ | -0.92 | -0.96 | 0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.96% | 41.67% | 55.51% |
| Max Drawdown ⓘ | -38.82% | -57.21% | -57.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | -1.07 | 0.29 |
| Calmar Ratio ⓘ | -0.55 | -0.75 | 0.35 |
| Sortino Ratio ⓘ | -0.94 | -1.35 | 0.38 |