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 ⓘ | -19.96% | 0.86% | -3.75% |
| Price Trend ⓘ | -0.73 | 0.29 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.67% | 26.37% | 33.79% |
| Max Drawdown ⓘ | -28.63% | -28.68% | -28.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.97 | -0.04 | -0.23 |
| Calmar Ratio ⓘ | -0.70 | 0.03 | -0.13 |
| Sortino Ratio ⓘ | -0.97 | -0.04 | -0.27 |