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 ⓘ | -7.64% | 1.82% | 0.13% |
| Price Trend ⓘ | -0.52 | 0.66 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.69% | 19.32% | 31.85% |
| Max Drawdown ⓘ | -14.74% | -14.74% | -18.57% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -0.01 | -0.12 |
| Calmar Ratio ⓘ | -0.52 | 0.12 | 0.01 |
| Sortino Ratio ⓘ | -1.04 | -0.01 | -0.19 |