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 ⓘ | -5.40% | -14.57% | 1.56% |
| Price Trend ⓘ | -0.23 | 0.44 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.41% | 24.12% | 38.00% |
| Max Drawdown ⓘ | -17.84% | -17.84% | -18.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | -0.69 | -0.07 |
| Calmar Ratio ⓘ | -0.30 | -0.82 | 0.08 |
| Sortino Ratio ⓘ | -0.61 | -0.91 | -0.08 |