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 ⓘ | -5.34% | -22.97% | 7.05% |
| Price Trend ⓘ | -0.46 | -0.42 | 0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.86% | 41.50% | 73.90% |
| Max Drawdown ⓘ | -21.13% | -31.84% | -45.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.23 | -0.60 | 0.04 |
| Calmar Ratio ⓘ | -0.25 | -0.72 | 0.16 |
| Sortino Ratio ⓘ | -0.40 | -0.97 | 0.05 |