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 ⓘ | -13.81% | -10.42% | 18.22% |
| Price Trend ⓘ | -0.84 | -0.72 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.69% | 20.78% | 33.53% |
| Max Drawdown ⓘ | -17.43% | -22.10% | -22.10% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.89 | -0.60 | 0.42 |
| Calmar Ratio ⓘ | -0.79 | -0.47 | 0.82 |
| Sortino Ratio ⓘ | -1.02 | -0.70 | 0.55 |