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 ⓘ | -1.16% | 5.56% | -3.25% |
| Price Trend ⓘ | 0.09 | 0.79 | 0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.32% | 18.09% | 25.05% |
| Max Drawdown ⓘ | -9.52% | -13.00% | -24.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.22 | 0.19 | -0.31 |
| Calmar Ratio ⓘ | -0.12 | 0.43 | -0.13 |
| Sortino Ratio ⓘ | -0.34 | 0.28 | -0.43 |