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 ⓘ | -9.31% | -12.38% | 6.94% |
| Price Trend ⓘ | -0.79 | -0.86 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.32% | 16.49% | 25.91% |
| Max Drawdown ⓘ | -13.82% | -19.45% | -19.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | -0.87 | 0.11 |
| Calmar Ratio ⓘ | -0.67 | -0.64 | 0.36 |
| Sortino Ratio ⓘ | -1.12 | -1.22 | 0.18 |