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 ⓘ | -24.78% | 11.13% | -17.38% |
| Price Trend ⓘ | -0.60 | 0.28 | -0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.75% | 31.72% | 40.37% |
| Max Drawdown ⓘ | -26.30% | -30.70% | -31.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.13 | 0.29 | -0.53 |
| Calmar Ratio ⓘ | -0.94 | 0.36 | -0.55 |
| Sortino Ratio ⓘ | -1.96 | 0.54 | -0.80 |