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 ⓘ | -5.54% | 16.97% | -36.04% |
| Price Trend ⓘ | -0.30 | 0.60 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.18% | 26.18% | 47.27% |
| Max Drawdown ⓘ | -15.97% | -18.71% | -60.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | 0.57 | -0.85 |
| Calmar Ratio ⓘ | -0.35 | 0.91 | -0.60 |
| Sortino Ratio ⓘ | -0.91 | 0.92 | -0.87 |