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 ⓘ | -9.73% | -20.95% | 1.12% |
| Price Trend ⓘ | -0.33 | -0.91 | 0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.99% | 19.86% | 28.69% |
| Max Drawdown ⓘ | -11.61% | -29.75% | -29.75% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | -1.15 | -0.10 |
| Calmar Ratio ⓘ | -0.84 | -0.70 | 0.04 |
| Sortino Ratio ⓘ | -1.09 | -1.85 | -0.16 |