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 ⓘ | -24.21% | -26.57% | 12.98% |
| Price Trend ⓘ | -0.90 | -0.82 | 0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.94% | 25.01% | 44.06% |
| Max Drawdown ⓘ | -24.83% | -29.85% | -33.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.68 | -1.14 | 0.20 |
| Calmar Ratio ⓘ | -0.97 | -0.89 | 0.39 |
| Sortino Ratio ⓘ | -2.48 | -1.42 | 0.29 |