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 ⓘ | -3.64% | -11.81% | 0.85% |
| Price Trend ⓘ | 0.33 | -0.74 | -0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.79% | 16.20% | 26.38% |
| Max Drawdown ⓘ | -7.60% | -17.87% | -19.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.43 | -0.85 | -0.12 |
| Calmar Ratio ⓘ | -0.48 | -0.66 | 0.04 |
| Sortino Ratio ⓘ | -0.88 | -1.55 | -0.20 |