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 ⓘ | -6.49% | -14.12% | 1.32% |
| Price Trend ⓘ | -0.83 | -0.95 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.34% | 12.35% | 18.44% |
| Max Drawdown ⓘ | -12.51% | -20.49% | -20.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.90 | -1.31 | -0.16 |
| Calmar Ratio ⓘ | -0.52 | -0.69 | 0.06 |
| Sortino Ratio ⓘ | -1.29 | -1.53 | -0.20 |