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 ⓘ | -24.81% | -8.74% | 0.36% |
| Price Trend ⓘ | -0.92 | -0.35 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.16% | 31.57% | 47.41% |
| Max Drawdown ⓘ | -33.18% | -37.18% | -37.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.11 | -0.34 | -0.08 |
| Calmar Ratio ⓘ | -0.75 | -0.24 | 0.01 |
| Sortino Ratio ⓘ | -1.29 | -0.47 | -0.12 |