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 ⓘ | -3.93% | -3.61% | 8.31% |
| Price Trend ⓘ | 0.03 | -0.33 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.53% | 14.30% | 25.08% |
| Max Drawdown ⓘ | -8.31% | -9.47% | -23.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.51 | -0.39 | 0.17 |
| Calmar Ratio ⓘ | -0.47 | -0.38 | 0.36 |
| Sortino Ratio ⓘ | -0.86 | -0.58 | 0.23 |