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 ⓘ | -0.85% | 6.97% | -4.48% |
| Price Trend ⓘ | -0.56 | 0.71 | -0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 5.55% | 11.81% | 14.53% |
| Max Drawdown ⓘ | -6.70% | -6.70% | -18.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.35 | 0.41 | -0.62 |
| Calmar Ratio ⓘ | -0.13 | 1.04 | -0.24 |
| Sortino Ratio ⓘ | -0.57 | 0.62 | -0.95 |