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 ⓘ | -2.64% | -8.76% | -3.27% |
| Price Trend ⓘ | -0.54 | -0.89 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.49% | 7.69% | 16.83% |
| Max Drawdown ⓘ | -5.27% | -10.73% | -20.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.66 | -1.40 | -0.45 |
| Calmar Ratio ⓘ | -0.50 | -0.82 | -0.16 |
| Sortino Ratio ⓘ | -1.17 | -2.37 | -0.58 |