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 ⓘ | -13.83% | -6.91% | 24.77% |
| Price Trend ⓘ | -0.88 | -0.62 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.41% | 25.73% | 43.87% |
| Max Drawdown ⓘ | -20.98% | -24.78% | -24.78% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | -0.35 | 0.47 |
| Calmar Ratio ⓘ | -0.66 | -0.28 | 1.00 |
| Sortino Ratio ⓘ | -1.44 | -0.43 | 0.66 |