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 ⓘ | -8.73% | -10.57% | 14.11% |
| Price Trend ⓘ | -0.68 | -0.83 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.79% | 12.87% | 22.22% |
| Max Drawdown ⓘ | -10.52% | -19.57% | -19.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | -0.98 | 0.45 |
| Calmar Ratio ⓘ | -0.83 | -0.54 | 0.72 |
| Sortino Ratio ⓘ | -1.64 | -1.32 | 0.56 |