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 ⓘ | -11.41% | 1.19% | -0.90% |
| Price Trend ⓘ | -0.24 | 0.54 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.56% | 27.55% | 33.63% |
| Max Drawdown ⓘ | -19.63% | -19.63% | -32.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.80 | -0.03 | -0.16 |
| Calmar Ratio ⓘ | -0.58 | 0.06 | -0.03 |
| Sortino Ratio ⓘ | -0.78 | -0.05 | -0.21 |