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 ⓘ | -17.34% | 23.37% | -18.46% |
| Price Trend ⓘ | -0.41 | -0.03 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.63% | 33.24% | 56.20% |
| Max Drawdown ⓘ | -30.02% | -32.38% | -43.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.66 | 0.65 | -0.40 |
| Calmar Ratio ⓘ | -0.58 | 0.72 | -0.42 |
| Sortino Ratio ⓘ | -1.45 | 1.23 | -0.43 |