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 ⓘ | -7.76% | -21.54% | 5.99% |
| Price Trend ⓘ | -0.22 | 0.11 | 0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.24% | 30.00% | 39.62% |
| Max Drawdown ⓘ | -16.78% | -33.10% | -34.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.58 | -0.79 | 0.04 |
| Calmar Ratio ⓘ | -0.46 | -0.65 | 0.17 |
| Sortino Ratio ⓘ | -0.67 | -1.07 | 0.05 |