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 ⓘ | -7.51% | -4.53% | 12.72% |
| Price Trend ⓘ | -0.86 | -0.35 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.11% | 23.30% | 34.14% |
| Max Drawdown ⓘ | -20.90% | -20.90% | -26.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.49 | -0.28 | 0.25 |
| Calmar Ratio ⓘ | -0.36 | -0.22 | 0.48 |
| Sortino Ratio ⓘ | -0.53 | -0.33 | 0.32 |