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 ⓘ | -8.37% | 11.46% | -11.74% |
| Price Trend ⓘ | -0.80 | 0.21 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.49% | 26.79% | 43.16% |
| Max Drawdown ⓘ | -23.14% | -23.14% | -35.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | 0.35 | -0.37 |
| Calmar Ratio ⓘ | -0.36 | 0.50 | -0.33 |
| Sortino Ratio ⓘ | -0.51 | 0.46 | -0.48 |