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 ⓘ | -2.97% | -1.50% | 5.30% |
| Price Trend ⓘ | -0.60 | 0.39 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.02% | 22.55% | 32.56% |
| Max Drawdown ⓘ | -17.66% | -18.40% | -18.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.28 | -0.15 | 0.04 |
| Calmar Ratio ⓘ | -0.17 | -0.08 | 0.29 |
| Sortino Ratio ⓘ | -0.42 | -0.23 | 0.06 |