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 ⓘ | -15.31% | -7.26% | 4.03% |
| Price Trend ⓘ | -0.76 | -0.19 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.07% | 24.23% | 28.95% |
| Max Drawdown ⓘ | -20.87% | -22.04% | -22.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.38 | 0.00 |
| Calmar Ratio ⓘ | -0.73 | -0.33 | 0.18 |
| Sortino Ratio ⓘ | -1.48 | -0.66 | 0.00 |