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 ⓘ | -0.67% | -7.51% | -24.99% |
| Price Trend ⓘ | 0.32 | 0.08 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.33% | 22.55% | 32.86% |
| Max Drawdown ⓘ | -14.44% | -16.46% | -37.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.09 | -0.42 | -0.89 |
| Calmar Ratio ⓘ | -0.05 | -0.46 | -0.67 |
| Sortino Ratio ⓘ | -0.12 | -0.57 | -1.26 |