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 ⓘ | -37.85% | -30.40% | 34.98% |
| Price Trend ⓘ | -0.93 | -0.81 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.05% | 37.56% | 50.38% |
| Max Drawdown ⓘ | -47.12% | -48.24% | -48.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.43 | -0.86 | 0.61 |
| Calmar Ratio ⓘ | -0.80 | -0.63 | 0.73 |
| Sortino Ratio ⓘ | -1.73 | -1.13 | 0.79 |