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 ⓘ | -7.59% | -5.43% | 5.22% |
| Price Trend ⓘ | -0.89 | -0.24 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.89% | 13.82% | 22.25% |
| Max Drawdown ⓘ | -11.75% | -11.80% | -16.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.96 | -0.54 | 0.04 |
| Calmar Ratio ⓘ | -0.65 | -0.46 | 0.31 |
| Sortino Ratio ⓘ | -1.42 | -0.66 | 0.05 |