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 ⓘ | -19.27% | -1.20% | -0.91% |
| Price Trend ⓘ | -0.94 | -0.06 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.08% | 15.67% | 24.31% |
| Max Drawdown ⓘ | -21.72% | -21.90% | -21.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.68 | -0.21 | -0.21 |
| Calmar Ratio ⓘ | -0.89 | -0.05 | -0.04 |
| Sortino Ratio ⓘ | -1.85 | -0.25 | -0.30 |