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 ⓘ | -18.91% | -9.17% | 8.20% |
| Price Trend ⓘ | -0.92 | -0.44 | 0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.84% | 13.92% | 26.51% |
| Max Drawdown ⓘ | -21.61% | -21.61% | -21.61% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.83 | -0.80 | 0.15 |
| Calmar Ratio ⓘ | -0.87 | -0.42 | 0.38 |
| Sortino Ratio ⓘ | -1.96 | -0.99 | 0.18 |