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 ⓘ | -0.49% | -26.63% | -28.69% |
| Price Trend ⓘ | -0.26 | -0.68 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.95% | 30.67% | 41.62% |
| Max Drawdown ⓘ | -26.82% | -32.02% | -41.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.06 | -0.93 | -0.79 |
| Calmar Ratio ⓘ | -0.02 | -0.83 | -0.69 |
| Sortino Ratio ⓘ | -0.07 | -1.16 | -0.88 |