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 ⓘ | -25.45% | -31.66% | 6.39% |
| Price Trend ⓘ | -0.61 | -0.29 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.96% | 36.80% | 42.10% |
| Max Drawdown ⓘ | -30.90% | -35.07% | -35.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.98 | -0.92 | 0.04 |
| Calmar Ratio ⓘ | -0.82 | -0.90 | 0.18 |
| Sortino Ratio ⓘ | -0.84 | -0.92 | 0.05 |