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 ⓘ | -11.63% | -13.75% | 11.12% |
| Price Trend ⓘ | -0.07 | -0.01 | 0.83 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.47% | 20.70% | 36.53% |
| Max Drawdown ⓘ | -23.02% | -23.02% | -23.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.77 | -0.76 | 0.19 |
| Calmar Ratio ⓘ | -0.51 | -0.60 | 0.48 |
| Sortino Ratio ⓘ | -0.80 | -0.84 | 0.31 |