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 ⓘ | -4.05% | -6.04% | 6.68% |
| Price Trend ⓘ | 0.26 | -0.81 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.05% | 16.64% | 27.92% |
| Max Drawdown ⓘ | -8.48% | -15.96% | -18.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | -0.49 | 0.09 |
| Calmar Ratio ⓘ | -0.48 | -0.38 | 0.36 |
| Sortino Ratio ⓘ | -0.58 | -0.60 | 0.14 |