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 ⓘ | -10.75% | 1.67% | -14.32% |
| Price Trend ⓘ | -0.78 | 0.33 | -0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.72% | 28.20% | 34.30% |
| Max Drawdown ⓘ | -13.77% | -19.31% | -32.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.75 | -0.02 | -0.55 |
| Calmar Ratio ⓘ | -0.78 | 0.09 | -0.44 |
| Sortino Ratio ⓘ | -0.82 | -0.02 | -0.71 |