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 ⓘ | -20.47% | -18.92% | -6.13% |
| Price Trend ⓘ | -0.79 | -0.76 | 0.56 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.41% | 24.64% | 40.78% |
| Max Drawdown ⓘ | -26.99% | -31.38% | -31.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.31 | -0.85 | -0.25 |
| Calmar Ratio ⓘ | -0.76 | -0.60 | -0.20 |
| Sortino Ratio ⓘ | -1.58 | -0.97 | -0.31 |