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 ⓘ | -18.91% | -10.59% | 13.51% |
| Price Trend ⓘ | -0.83 | -0.37 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.06% | 37.07% | 61.97% |
| Max Drawdown ⓘ | -35.22% | -38.18% | -38.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.34 | 0.15 |
| Calmar Ratio ⓘ | -0.54 | -0.28 | 0.35 |
| Sortino Ratio ⓘ | -0.89 | -0.44 | 0.23 |