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 ⓘ | -0.71% | 2.00% | -26.71% |
| Price Trend ⓘ | -0.17 | -0.24 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.98% | 21.52% | 42.75% |
| Max Drawdown ⓘ | -14.34% | -14.34% | -31.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.00 | -0.72 |
| Calmar Ratio ⓘ | -0.05 | 0.14 | -0.84 |
| Sortino Ratio ⓘ | -0.14 | 0.00 | -0.77 |