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 ⓘ | -4.53% | -3.39% | 12.18% |
| Price Trend ⓘ | -0.27 | -0.46 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.55% | 14.03% | 23.57% |
| Max Drawdown ⓘ | -12.20% | -12.20% | -15.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -0.39 | 0.34 |
| Calmar Ratio ⓘ | -0.37 | -0.28 | 0.78 |
| Sortino Ratio ⓘ | -0.86 | -0.67 | 0.43 |