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 ⓘ | -34.29% | 1.59% | -1.60% |
| Price Trend ⓘ | -0.64 | -0.16 | 0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 32.32% | 47.87% | 60.65% |
| Max Drawdown ⓘ | -37.55% | -41.08% | -41.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.09 | -0.01 | -0.09 |
| Calmar Ratio ⓘ | -0.91 | 0.04 | -0.04 |
| Sortino Ratio ⓘ | -2.08 | -0.01 | -0.18 |