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 ⓘ | -19.50% | 4.62% | -29.51% |
| Price Trend ⓘ | -0.66 | 0.20 | -0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.46% | 29.35% | 54.47% |
| Max Drawdown ⓘ | -28.94% | -28.94% | -52.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.95 | 0.09 | -0.62 |
| Calmar Ratio ⓘ | -0.67 | 0.16 | -0.56 |
| Sortino Ratio ⓘ | -1.24 | 0.12 | -0.73 |