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 ⓘ | -5.07% | -11.80% | 7.21% |
| Price Trend ⓘ | -0.46 | -0.88 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.83% | 16.43% | 27.56% |
| Max Drawdown ⓘ | -19.14% | -26.09% | -26.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | -0.84 | 0.11 |
| Calmar Ratio ⓘ | -0.27 | -0.45 | 0.28 |
| Sortino Ratio ⓘ | -0.94 | -1.22 | 0.15 |