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 ⓘ | -18.70% | -41.97% | 14.28% |
| Price Trend ⓘ | -0.53 | -0.92 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.54% | 37.67% | 55.22% |
| Max Drawdown ⓘ | -21.90% | -49.02% | -52.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | -1.16 | 0.19 |
| Calmar Ratio ⓘ | -0.85 | -0.86 | 0.27 |
| Sortino Ratio ⓘ | -0.91 | -1.60 | 0.27 |