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 ⓘ | 0.28% | -20.54% | -13.49% |
| Price Trend ⓘ | 0.51 | -0.78 | -0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.32% | 30.70% | 48.38% |
| Max Drawdown ⓘ | -21.35% | -42.11% | -47.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | -0.73 | -0.36 |
| Calmar Ratio ⓘ | 0.01 | -0.49 | -0.28 |
| Sortino Ratio ⓘ | -0.05 | -0.94 | -0.54 |