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 ⓘ | 0.84% | -11.15% | -14.60% |
| Price Trend ⓘ | 0.35 | -0.77 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.05% | 17.51% | 27.44% |
| Max Drawdown ⓘ | -11.72% | -25.29% | -28.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.01 | -0.75 | -0.68 |
| Calmar Ratio ⓘ | 0.07 | -0.44 | -0.51 |
| Sortino Ratio ⓘ | -0.01 | -1.16 | -0.84 |