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 ⓘ | -11.88% | -9.26% | 4.79% |
| Price Trend ⓘ | 0.33 | 0.13 | 0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.14% | 17.88% | 25.92% |
| Max Drawdown ⓘ | -16.51% | -16.51% | -16.51% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.85 | -0.63 | 0.02 |
| Calmar Ratio ⓘ | -0.72 | -0.56 | 0.29 |
| Sortino Ratio ⓘ | -0.90 | -0.70 | 0.03 |