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 ⓘ | -27.41% | -29.44% | 4.99% |
| Price Trend ⓘ | -0.94 | -0.86 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.21% | 21.38% | 33.79% |
| Max Drawdown ⓘ | -28.93% | -30.76% | -34.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.65 | -1.47 | 0.03 |
| Calmar Ratio ⓘ | -0.95 | -0.96 | 0.15 |
| Sortino Ratio ⓘ | -1.81 | -1.68 | 0.03 |