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 ⓘ | -32.84% | 23.89% | -18.87% |
| Price Trend ⓘ | -0.71 | 0.50 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.65% | 42.62% | 53.19% |
| Max Drawdown ⓘ | -37.82% | -37.82% | -42.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.27 | 0.52 | -0.43 |
| Calmar Ratio ⓘ | -0.87 | 0.63 | -0.44 |
| Sortino Ratio ⓘ | -1.50 | 0.75 | -0.60 |