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 ⓘ | -3.74% | -7.00% | 53.78% |
| Price Trend ⓘ | -0.24 | 0.58 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.13% | 52.93% | 71.25% |
| Max Drawdown ⓘ | -21.55% | -38.47% | -53.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | -0.17 | 0.69 |
| Calmar Ratio ⓘ | -0.17 | -0.18 | 1.00 |
| Sortino Ratio ⓘ | -0.21 | -0.26 | 1.16 |