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 ⓘ | -12.21% | -20.20% | 9.55% |
| Price Trend ⓘ | -0.59 | -0.84 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.28% | 20.17% | 30.38% |
| Max Drawdown ⓘ | -17.55% | -31.38% | -31.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.80 | -1.09 | 0.18 |
| Calmar Ratio ⓘ | -0.70 | -0.64 | 0.30 |
| Sortino Ratio ⓘ | -0.92 | -1.39 | 0.29 |