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 ⓘ | -3.49% | 3.97% | -5.00% |
| Price Trend ⓘ | -0.68 | -0.40 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.81% | 19.70% | 26.77% |
| Max Drawdown ⓘ | -11.07% | -12.33% | -22.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | 0.09 | -0.36 |
| Calmar Ratio ⓘ | -0.32 | 0.32 | -0.23 |
| Sortino Ratio ⓘ | -0.58 | 0.12 | -0.47 |