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 ⓘ | -18.72% | -8.13% | -18.72% |
| Price Trend ⓘ | -0.77 | -0.68 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.73% | 27.25% | 58.73% |
| Max Drawdown ⓘ | -27.40% | -34.44% | -49.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.05 | -0.37 | -0.39 |
| Calmar Ratio ⓘ | -0.68 | -0.24 | -0.38 |
| Sortino Ratio ⓘ | -1.43 | -0.54 | -0.55 |