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 ⓘ | -6.83% | -10.94% | 8.96% |
| Price Trend ⓘ | -0.52 | -0.86 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.52% | 20.41% | 32.94% |
| Max Drawdown ⓘ | -20.71% | -26.47% | -26.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | -0.64 | 0.14 |
| Calmar Ratio ⓘ | -0.33 | -0.41 | 0.34 |
| Sortino Ratio ⓘ | -0.84 | -0.88 | 0.20 |