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 ⓘ | -12.73% | 11.99% | -11.14% |
| Price Trend ⓘ | -0.81 | 0.04 | -0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.20% | 26.45% | 38.34% |
| Max Drawdown ⓘ | -25.81% | -25.81% | -31.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | 0.38 | -0.40 |
| Calmar Ratio ⓘ | -0.49 | 0.46 | -0.35 |
| Sortino Ratio ⓘ | -1.14 | 0.62 | -0.59 |