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 ⓘ | -26.72% | -28.53% | 33.54% |
| Price Trend ⓘ | -0.79 | -0.84 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.76% | 38.44% | 66.50% |
| Max Drawdown ⓘ | -32.40% | -33.24% | -34.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.96 | -0.80 | 0.44 |
| Calmar Ratio ⓘ | -0.82 | -0.86 | 0.98 |
| Sortino Ratio ⓘ | -1.11 | -1.02 | 0.72 |