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 ⓘ | -1.93% | -6.18% | 43.77% |
| Price Trend ⓘ | -0.13 | 0.24 | 0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.52% | 38.91% | 63.96% |
| Max Drawdown ⓘ | -27.09% | -27.09% | -27.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | -0.21 | 0.62 |
| Calmar Ratio ⓘ | -0.07 | -0.23 | 1.57 |
| Sortino Ratio ⓘ | -0.13 | -0.31 | 1.00 |