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 ⓘ | -1.48% | 5.32% | -18.06% |
| Price Trend ⓘ | -0.02 | 0.54 | -0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.45% | 25.19% | 39.37% |
| Max Drawdown ⓘ | -15.45% | -16.16% | -39.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.12 | 0.13 | -0.56 |
| Calmar Ratio ⓘ | -0.10 | 0.33 | -0.46 |
| Sortino Ratio ⓘ | -0.12 | 0.15 | -0.59 |