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% | 5.64% | -8.59% |
| Price Trend ⓘ | -0.09 | 0.42 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.96% | 19.99% | 36.75% |
| Max Drawdown ⓘ | -15.19% | -16.09% | -34.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.31 | 0.18 | -0.35 |
| Calmar Ratio ⓘ | -0.24 | 0.35 | -0.25 |
| Sortino Ratio ⓘ | -0.48 | 0.25 | -0.42 |