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 ⓘ | -9.37% | -6.56% | 43.35% |
| Price Trend ⓘ | 0.22 | -0.40 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 29.24% | 41.54% | 55.75% |
| Max Drawdown ⓘ | -23.27% | -27.70% | -32.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.35 | -0.20 | 0.71 |
| Calmar Ratio ⓘ | -0.40 | -0.24 | 1.35 |
| Sortino Ratio ⓘ | -0.55 | -0.30 | 1.14 |