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 ⓘ | -15.87% | -1.14% | -0.14% |
| Price Trend ⓘ | -0.45 | -0.30 | 0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.03% | 20.95% | 28.09% |
| Max Drawdown ⓘ | -20.04% | -21.66% | -21.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.05 | -0.14 | -0.15 |
| Calmar Ratio ⓘ | -0.79 | -0.05 | -0.01 |
| Sortino Ratio ⓘ | -2.07 | -0.29 | -0.29 |