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 ⓘ | -6.51% | -21.73% | 0.63% |
| Price Trend ⓘ | -0.37 | -0.87 | -0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.74% | 28.36% | 45.86% |
| Max Drawdown ⓘ | -16.45% | -33.87% | -33.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | -0.84 | -0.08 |
| Calmar Ratio ⓘ | -0.40 | -0.64 | 0.02 |
| Sortino Ratio ⓘ | -0.60 | -1.36 | -0.12 |