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 ⓘ | -11.54% | -11.06% | 0.91% |
| Price Trend ⓘ | -0.93 | -0.77 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.33% | 19.28% | 35.34% |
| Max Drawdown ⓘ | -21.11% | -23.09% | -23.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | -0.68 | -0.09 |
| Calmar Ratio ⓘ | -0.55 | -0.48 | 0.04 |
| Sortino Ratio ⓘ | -1.06 | -0.97 | -0.12 |