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 ⓘ | -15.69% | -4.32% | 76.08% |
| Price Trend ⓘ | -0.87 | 0.07 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.98% | 33.28% | 49.35% |
| Max Drawdown ⓘ | -27.44% | -27.70% | -27.70% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.64 | -0.19 | 1.46 |
| Calmar Ratio ⓘ | -0.57 | -0.16 | 2.75 |
| Sortino Ratio ⓘ | -0.76 | -0.24 | 2.37 |