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 ⓘ | -30.01% | -9.83% | 7.93% |
| Price Trend ⓘ | -0.94 | -0.63 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.43% | 27.72% | 37.65% |
| Max Drawdown ⓘ | -35.47% | -38.53% | -38.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.59 | -0.42 | 0.11 |
| Calmar Ratio ⓘ | -0.85 | -0.26 | 0.21 |
| Sortino Ratio ⓘ | -2.69 | -0.77 | 0.17 |