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 ⓘ | -5.65% | 10.00% | -19.15% |
| Price Trend ⓘ | -0.08 | 0.54 | -0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.23% | 28.51% | 46.44% |
| Max Drawdown ⓘ | -18.62% | -18.62% | -43.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.32 | 0.29 | -0.50 |
| Calmar Ratio ⓘ | -0.30 | 0.54 | -0.44 |
| Sortino Ratio ⓘ | -0.42 | 0.44 | -0.58 |