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 ⓘ | -6.31% | -5.22% | 11.92% |
| Price Trend ⓘ | -0.36 | -0.43 | -0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.09% | 14.95% | 22.08% |
| Max Drawdown ⓘ | -7.15% | -10.85% | -13.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.80 | -0.48 | 0.35 |
| Calmar Ratio ⓘ | -0.88 | -0.48 | 0.90 |
| Sortino Ratio ⓘ | -1.28 | -0.54 | 0.45 |