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 ⓘ | -15.59% | -1.63% | 13.67% |
| Price Trend ⓘ | -0.85 | -0.31 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.27% | 23.30% | 38.27% |
| Max Drawdown ⓘ | -24.44% | -25.37% | -34.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.02 | -0.16 | 0.25 |
| Calmar Ratio ⓘ | -0.64 | -0.06 | 0.40 |
| Sortino Ratio ⓘ | -1.03 | -0.21 | 0.36 |