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 ⓘ | -10.78% | -7.59% | 2.59% |
| Price Trend ⓘ | -0.78 | -0.59 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.83% | 22.36% | 30.59% |
| Max Drawdown ⓘ | -26.19% | -27.42% | -27.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.66 | -0.43 | -0.05 |
| Calmar Ratio ⓘ | -0.41 | -0.28 | 0.09 |
| Sortino Ratio ⓘ | -0.77 | -0.49 | -0.06 |