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 ⓘ | -17.28% | 1.91% | -2.22% |
| Price Trend ⓘ | -0.88 | -0.24 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.92% | 27.98% | 52.27% |
| Max Drawdown ⓘ | -30.23% | -30.23% | -42.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.87 | -0.01 | -0.12 |
| Calmar Ratio ⓘ | -0.57 | 0.06 | -0.05 |
| Sortino Ratio ⓘ | -1.38 | -0.01 | -0.16 |