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 ⓘ | -7.25% | -13.90% | 4.87% |
| Price Trend ⓘ | -0.80 | -0.89 | -0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.93% | 15.59% | 22.63% |
| Max Drawdown ⓘ | -17.23% | -25.93% | -25.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.75 | -1.02 | 0.03 |
| Calmar Ratio ⓘ | -0.42 | -0.54 | 0.19 |
| Sortino Ratio ⓘ | -1.19 | -1.38 | 0.05 |