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 ⓘ | -12.05% | -35.19% | 2.27% |
| Price Trend ⓘ | -0.77 | -0.91 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.22% | 25.94% | 36.43% |
| Max Drawdown ⓘ | -16.08% | -39.82% | -42.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.75 | -1.43 | -0.05 |
| Calmar Ratio ⓘ | -0.75 | -0.88 | 0.05 |
| Sortino Ratio ⓘ | -1.39 | -2.12 | -0.07 |