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 ⓘ | -18.46% | -6.65% | 43.41% |
| Price Trend ⓘ | -0.14 | -0.13 | 0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.94% | 34.97% | 39.36% |
| Max Drawdown ⓘ | -21.99% | -28.19% | -28.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.84 | -0.24 | 1.00 |
| Calmar Ratio ⓘ | -0.84 | -0.24 | 1.54 |
| Sortino Ratio ⓘ | -1.43 | -0.31 | 1.22 |