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 ⓘ | -5.61% | 0.61% | -2.90% |
| Price Trend ⓘ | -0.40 | 0.31 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.03% | 13.13% | 27.47% |
| Max Drawdown ⓘ | -14.42% | -14.42% | -27.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.66 | -0.11 | -0.26 |
| Calmar Ratio ⓘ | -0.39 | 0.04 | -0.11 |
| Sortino Ratio ⓘ | -0.94 | -0.16 | -0.38 |