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 ⓘ | -13.15% | -13.60% | 24.99% |
| Price Trend ⓘ | -0.14 | -0.53 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.97% | 28.10% | 33.20% |
| Max Drawdown ⓘ | -20.83% | -20.83% | -20.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.64 | -0.55 | 0.63 |
| Calmar Ratio ⓘ | -0.63 | -0.65 | 1.19 |
| Sortino Ratio ⓘ | -0.93 | -0.71 | 0.81 |