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 ⓘ | -26.81% | -4.43% | -15.69% |
| Price Trend ⓘ | -0.82 | -0.12 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.22% | 25.38% | 32.80% |
| Max Drawdown ⓘ | -28.27% | -30.56% | -30.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.52 | -0.25 | -0.60 |
| Calmar Ratio ⓘ | -0.95 | -0.14 | -0.51 |
| Sortino Ratio ⓘ | -2.64 | -0.45 | -0.90 |