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 ⓘ | -12.34% | -11.92% | 26.55% |
| Price Trend ⓘ | -0.67 | -0.09 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.19% | 25.55% | 34.98% |
| Max Drawdown ⓘ | -19.47% | -20.02% | -20.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.62 | -0.54 | 0.65 |
| Calmar Ratio ⓘ | -0.63 | -0.60 | 1.33 |
| Sortino Ratio ⓘ | -0.67 | -0.64 | 0.87 |