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 ⓘ | -10.51% | -8.95% | 10.77% |
| Price Trend ⓘ | -0.83 | -0.69 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.70% | 12.96% | 24.39% |
| Max Drawdown ⓘ | -15.21% | -15.21% | -20.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.18 | -0.84 | 0.27 |
| Calmar Ratio ⓘ | -0.69 | -0.59 | 0.52 |
| Sortino Ratio ⓘ | -1.56 | -1.21 | 0.42 |