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 ⓘ | -11.34% | -7.55% | -7.68% |
| Price Trend ⓘ | -0.84 | -0.36 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.32% | 24.76% | 39.29% |
| Max Drawdown ⓘ | -25.29% | -27.01% | -27.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.80 | -0.38 | -0.30 |
| Calmar Ratio ⓘ | -0.45 | -0.28 | -0.28 |
| Sortino Ratio ⓘ | -0.91 | -0.50 | -0.37 |