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 ⓘ | -24.85% | -16.61% | 3.22% |
| Price Trend ⓘ | -0.94 | -0.32 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.83% | 21.46% | 26.71% |
| Max Drawdown ⓘ | -27.13% | -27.13% | -27.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.74 | -0.86 | -0.03 |
| Calmar Ratio ⓘ | -0.92 | -0.61 | 0.12 |
| Sortino Ratio ⓘ | -2.05 | -1.21 | -0.04 |