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 ⓘ | -20.76% | -4.20% | 10.57% |
| Price Trend ⓘ | -0.68 | 0.06 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.39% | 30.08% | 44.00% |
| Max Drawdown ⓘ | -33.37% | -33.37% | -33.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.21 | 0.14 |
| Calmar Ratio ⓘ | -0.62 | -0.13 | 0.32 |
| Sortino Ratio ⓘ | -0.85 | -0.22 | 0.17 |