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 ⓘ | -1.09% | 10.76% | -1.41% |
| Price Trend ⓘ | -0.15 | 0.40 | 0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.85% | 18.92% | 26.56% |
| Max Drawdown ⓘ | -12.58% | -12.58% | -27.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | 0.46 | -0.22 |
| Calmar Ratio ⓘ | -0.09 | 0.86 | -0.05 |
| Sortino Ratio ⓘ | -0.30 | 0.65 | -0.29 |