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 ⓘ | -12.93% | -8.15% | 1.85% |
| Price Trend ⓘ | -0.41 | -0.72 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.31% | 19.63% | 26.47% |
| Max Drawdown ⓘ | -16.76% | -23.02% | -23.02% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.90 | -0.51 | -0.08 |
| Calmar Ratio ⓘ | -0.77 | -0.35 | 0.08 |
| Sortino Ratio ⓘ | -1.20 | -0.68 | -0.11 |