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 ⓘ | -9.59% | -0.51% | 3.37% |
| Price Trend ⓘ | -0.44 | -0.58 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.65% | 19.24% | 24.11% |
| Max Drawdown ⓘ | -14.23% | -14.58% | -18.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.84 | -0.14 | -0.05 |
| Calmar Ratio ⓘ | -0.67 | -0.03 | 0.18 |
| Sortino Ratio ⓘ | -1.10 | -0.19 | -0.07 |