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 ⓘ | -12.99% | -24.45% | 5.21% |
| Price Trend ⓘ | -0.80 | -0.88 | -0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.00% | 21.31% | 46.91% |
| Max Drawdown ⓘ | -17.49% | -25.83% | -38.48% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.93 | -1.24 | 0.02 |
| Calmar Ratio ⓘ | -0.74 | -0.95 | 0.14 |
| Sortino Ratio ⓘ | -1.33 | -1.78 | 0.03 |