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 ⓘ | -19.94% | -16.18% | -4.33% |
| Price Trend ⓘ | -0.76 | -0.70 | 0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.95% | 28.22% | 35.41% |
| Max Drawdown ⓘ | -22.00% | -30.01% | -30.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.99 | -0.64 | -0.23 |
| Calmar Ratio ⓘ | -0.91 | -0.54 | -0.14 |
| Sortino Ratio ⓘ | -1.53 | -0.98 | -0.38 |