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 ⓘ | -4.42% | -15.06% | 4.62% |
| Price Trend ⓘ | 0.26 | -0.26 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.91% | 30.75% | 37.05% |
| Max Drawdown ⓘ | -17.27% | -22.56% | -26.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.31 | -0.56 | 0.00 |
| Calmar Ratio ⓘ | -0.26 | -0.67 | 0.18 |
| Sortino Ratio ⓘ | -0.31 | -0.68 | 0.00 |