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 ⓘ | -5.29% | -0.54% | 33.70% |
| Price Trend ⓘ | -0.05 | -0.79 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.18% | 33.83% | 41.92% |
| Max Drawdown ⓘ | -15.48% | -28.20% | -28.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | -0.07 | 0.71 |
| Calmar Ratio ⓘ | -0.34 | -0.02 | 1.19 |
| Sortino Ratio ⓘ | -0.34 | -0.09 | 0.97 |