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 ⓘ | -6.35% | -12.13% | 19.10% |
| Price Trend ⓘ | -0.31 | -0.79 | 0.30 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.58% | 18.44% | 24.62% |
| Max Drawdown ⓘ | -12.78% | -23.69% | -23.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.63 | -0.77 | 0.61 |
| Calmar Ratio ⓘ | -0.50 | -0.51 | 0.81 |
| Sortino Ratio ⓘ | -0.77 | -0.86 | 0.73 |