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 ⓘ | -1.96% | -5.20% | -22.70% |
| Price Trend ⓘ | 0.56 | 0.73 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.89% | 35.04% | 45.91% |
| Max Drawdown ⓘ | -18.83% | -27.87% | -40.37% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.15 | -0.21 | -0.59 |
| Calmar Ratio ⓘ | -0.10 | -0.19 | -0.56 |
| Sortino Ratio ⓘ | -0.15 | -0.27 | -0.75 |