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 ⓘ | -5.84% | 11.55% | -5.29% |
| Price Trend ⓘ | -0.82 | 0.21 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.15% | 13.94% | 25.00% |
| Max Drawdown ⓘ | -13.24% | -13.24% | -29.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | 0.68 | -0.38 |
| Calmar Ratio ⓘ | -0.44 | 0.87 | -0.18 |
| Sortino Ratio ⓘ | -0.90 | 1.01 | -0.48 |