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 ⓘ | -13.55% | -11.10% | 6.57% |
| Price Trend ⓘ | -0.82 | 0.42 | 0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.50% | 32.54% | 39.42% |
| Max Drawdown ⓘ | -18.55% | -26.89% | -38.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.08 | -0.41 | 0.05 |
| Calmar Ratio ⓘ | -0.73 | -0.41 | 0.17 |
| Sortino Ratio ⓘ | -1.58 | -0.70 | 0.08 |