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 ⓘ | -6.97% | 3.52% | -2.49% |
| Price Trend ⓘ | 0.10 | 0.26 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 26.42% | 34.56% | 62.11% |
| Max Drawdown ⓘ | -26.41% | -26.41% | -52.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | 0.04 | -0.11 |
| Calmar Ratio ⓘ | -0.26 | 0.13 | -0.05 |
| Sortino Ratio ⓘ | -0.52 | 0.06 | -0.18 |