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 ⓘ | -12.29% | -7.39% | 6.69% |
| Price Trend ⓘ | -0.90 | -0.69 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.59% | 18.81% | 23.18% |
| Max Drawdown ⓘ | -18.36% | -18.36% | -18.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.15 | -0.50 | 0.09 |
| Calmar Ratio ⓘ | -0.67 | -0.40 | 0.36 |
| Sortino Ratio ⓘ | -1.31 | -0.60 | 0.11 |