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 ⓘ | -28.48% | -10.95% | 5.40% |
| Price Trend ⓘ | -0.90 | -0.61 | 0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.86% | 39.28% | 52.70% |
| Max Drawdown ⓘ | -40.86% | -43.45% | -43.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.06 | -0.33 | 0.03 |
| Calmar Ratio ⓘ | -0.70 | -0.25 | 0.12 |
| Sortino Ratio ⓘ | -1.35 | -0.50 | 0.03 |