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 ⓘ | -6.56% | -12.83% | 5.78% |
| Price Trend ⓘ | -0.50 | 0.24 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.32% | 29.17% | 36.94% |
| Max Drawdown ⓘ | -18.93% | -25.71% | -26.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | -0.51 | 0.03 |
| Calmar Ratio ⓘ | -0.35 | -0.50 | 0.22 |
| Sortino Ratio ⓘ | -0.48 | -0.71 | 0.05 |