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 ⓘ | -10.10% | -3.92% | 9.98% |
| Price Trend ⓘ | -0.69 | -0.80 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.24% | 17.20% | 26.58% |
| Max Drawdown ⓘ | -17.89% | -20.71% | -20.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -0.35 | 0.22 |
| Calmar Ratio ⓘ | -0.56 | -0.19 | 0.48 |
| Sortino Ratio ⓘ | -0.71 | -0.35 | 0.25 |