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 ⓘ | -11.15% | -12.24% | 25.52% |
| Price Trend ⓘ | -0.21 | -0.31 | 0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.39% | 42.46% | 61.44% |
| Max Drawdown ⓘ | -28.18% | -28.18% | -42.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.38 | -0.33 | 0.35 |
| Calmar Ratio ⓘ | -0.40 | -0.43 | 0.60 |
| Sortino Ratio ⓘ | -0.61 | -0.54 | 0.61 |