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 ⓘ | -5.09% | -8.21% | 8.15% |
| Price Trend ⓘ | -0.26 | 0.03 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.92% | 23.44% | 33.12% |
| Max Drawdown ⓘ | -20.59% | -20.59% | -20.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | -0.43 | 0.12 |
| Calmar Ratio ⓘ | -0.25 | -0.40 | 0.40 |
| Sortino Ratio ⓘ | -0.30 | -0.47 | 0.14 |