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% | -8.50% | 4.28% |
| Price Trend ⓘ | -0.70 | -0.42 | 0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.56% | 13.91% | 27.00% |
| Max Drawdown ⓘ | -14.18% | -14.69% | -25.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.18 | -0.75 | 0.00 |
| Calmar Ratio ⓘ | -0.81 | -0.58 | 0.17 |
| Sortino Ratio ⓘ | -1.61 | -1.03 | 0.01 |