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 ⓘ | -21.11% | 2.63% | -9.13% |
| Price Trend ⓘ | -0.84 | 0.09 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.78% | 19.92% | 32.32% |
| Max Drawdown ⓘ | -22.91% | -22.91% | -26.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.73 | 0.04 | -0.41 |
| Calmar Ratio ⓘ | -0.92 | 0.11 | -0.35 |
| Sortino Ratio ⓘ | -2.77 | 0.07 | -0.63 |