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 ⓘ | -24.03% | -22.64% | 2.67% |
| Price Trend ⓘ | -0.88 | -0.70 | 0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.23% | 22.42% | 35.56% |
| Max Drawdown ⓘ | -27.96% | -29.64% | -29.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.45 | -1.10 | -0.04 |
| Calmar Ratio ⓘ | -0.86 | -0.76 | 0.09 |
| Sortino Ratio ⓘ | -1.60 | -1.28 | -0.07 |