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 ⓘ | -15.00% | 5.92% | -24.95% |
| Price Trend ⓘ | -0.90 | 0.07 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.31% | 20.14% | 38.27% |
| Max Drawdown ⓘ | -26.99% | -26.99% | -37.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.12 | 0.19 | -0.76 |
| Calmar Ratio ⓘ | -0.56 | 0.22 | -0.67 |
| Sortino Ratio ⓘ | -1.76 | 0.35 | -1.12 |