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 ⓘ | -5.73% | 2.57% | -6.89% |
| Price Trend ⓘ | -0.89 | -0.00 | -0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.12% | 12.78% | 22.27% |
| Max Drawdown ⓘ | -9.04% | -9.97% | -20.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.74 | 0.04 | -0.50 |
| Calmar Ratio ⓘ | -0.63 | 0.26 | -0.33 |
| Sortino Ratio ⓘ | -0.99 | 0.06 | -0.72 |