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 ⓘ | -12.60% | -21.91% | 5.03% |
| Price Trend ⓘ | 0.04 | -0.67 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.11% | 44.02% | 66.79% |
| Max Drawdown ⓘ | -25.18% | -32.40% | -34.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | -0.54 | 0.01 |
| Calmar Ratio ⓘ | -0.50 | -0.68 | 0.15 |
| Sortino Ratio ⓘ | -0.96 | -0.81 | 0.02 |