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 ⓘ | -10.02% | 10.94% | 9.80% |
| Price Trend ⓘ | -0.65 | 0.17 | 0.66 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.77% | 31.47% | 66.69% |
| Max Drawdown ⓘ | -22.64% | -22.64% | -48.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.44 | 0.28 | 0.08 |
| Calmar Ratio ⓘ | -0.44 | 0.48 | 0.20 |
| Sortino Ratio ⓘ | -0.76 | 0.50 | 0.10 |