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 ⓘ | -4.40% | -7.55% | 8.46% |
| Price Trend ⓘ | -0.58 | -0.70 | 0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.83% | 13.67% | 21.90% |
| Max Drawdown ⓘ | -8.68% | -13.64% | -15.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | -0.70 | 0.19 |
| Calmar Ratio ⓘ | -0.51 | -0.55 | 0.56 |
| Sortino Ratio ⓘ | -0.90 | -0.85 | 0.24 |