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 ⓘ | -0.52% | 0.40% | -19.14% |
| Price Trend ⓘ | -0.34 | 0.44 | -0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.49% | 30.48% | 43.04% |
| Max Drawdown ⓘ | -16.02% | -20.29% | -36.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | -0.06 | -0.55 |
| Calmar Ratio ⓘ | -0.03 | 0.02 | -0.52 |
| Sortino Ratio ⓘ | -0.13 | -0.08 | -0.68 |