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 ⓘ | -21.36% | -23.65% | 17.97% |
| Price Trend ⓘ | -0.90 | -0.83 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.11% | 22.63% | 31.25% |
| Max Drawdown ⓘ | -28.15% | -33.31% | -33.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.39 | -1.14 | 0.43 |
| Calmar Ratio ⓘ | -0.76 | -0.71 | 0.54 |
| Sortino Ratio ⓘ | -1.48 | -1.36 | 0.59 |