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 ⓘ | -18.66% | -34.97% | 67.41% |
| Price Trend ⓘ | -0.68 | -0.86 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.44% | 45.69% | 63.60% |
| Max Drawdown ⓘ | -29.51% | -51.79% | -51.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.58 | -0.81 | 1.00 |
| Calmar Ratio ⓘ | -0.63 | -0.68 | 1.30 |
| Sortino Ratio ⓘ | -0.88 | -1.09 | 1.58 |