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 ⓘ | -29.80% | -8.54% | 21.56% |
| Price Trend ⓘ | -0.61 | -0.66 | 0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.13% | 36.12% | 46.89% |
| Max Drawdown ⓘ | -41.50% | -43.62% | -43.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.22 | -0.29 | 0.38 |
| Calmar Ratio ⓘ | -0.72 | -0.20 | 0.49 |
| Sortino Ratio ⓘ | -1.55 | -0.30 | 0.46 |