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 ⓘ | -3.90% | -9.00% | 11.34% |
| Price Trend ⓘ | -0.49 | 0.43 | 0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.06% | 21.27% | 25.42% |
| Max Drawdown ⓘ | -13.85% | -18.26% | -18.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | -0.52 | 0.27 |
| Calmar Ratio ⓘ | -0.28 | -0.49 | 0.61 |
| Sortino Ratio ⓘ | -0.56 | -0.83 | 0.40 |