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 ⓘ | -16.80% | 21.70% | -22.89% |
| Price Trend ⓘ | -0.58 | 0.22 | -0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.27% | 32.18% | 49.88% |
| Max Drawdown ⓘ | -22.64% | -22.64% | -38.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | 0.62 | -0.54 |
| Calmar Ratio ⓘ | -0.74 | 0.96 | -0.60 |
| Sortino Ratio ⓘ | -1.59 | 1.40 | -0.72 |