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 ⓘ | -2.71% | 6.13% | -1.28% |
| Price Trend ⓘ | -0.57 | -0.59 | -0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.62% | 16.05% | 23.70% |
| Max Drawdown ⓘ | -15.19% | -21.50% | -21.50% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | 0.26 | -0.23 |
| Calmar Ratio ⓘ | -0.18 | 0.29 | -0.06 |
| Sortino Ratio ⓘ | -0.42 | 0.43 | -0.38 |