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 ⓘ | -10.13% | -6.23% | 46.70% |
| Price Trend ⓘ | -0.27 | 0.60 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.84% | 25.59% | 35.44% |
| Max Drawdown ⓘ | -12.06% | -23.29% | -23.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.33 | 1.19 |
| Calmar Ratio ⓘ | -0.84 | -0.27 | 2.00 |
| Sortino Ratio ⓘ | -0.96 | -0.42 | 1.81 |