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 ⓘ | -13.35% | -15.27% | 24.79% |
| Price Trend ⓘ | -0.93 | -0.09 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.83% | 21.01% | 33.07% |
| Max Drawdown ⓘ | -16.04% | -21.69% | -25.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.33 | -0.83 | 0.61 |
| Calmar Ratio ⓘ | -0.83 | -0.70 | 0.99 |
| Sortino Ratio ⓘ | -1.84 | -1.00 | 0.91 |