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 ⓘ | -10.84% | 6.88% | -11.65% |
| Price Trend ⓘ | -0.83 | 0.49 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.01% | 23.65% | 35.61% |
| Max Drawdown ⓘ | -19.66% | -19.66% | -26.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.98 | 0.21 | -0.44 |
| Calmar Ratio ⓘ | -0.55 | 0.35 | -0.45 |
| Sortino Ratio ⓘ | -1.59 | 0.39 | -0.66 |