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 ⓘ | 0.90% | -1.39% | -1.25% |
| Price Trend ⓘ | -0.22 | -0.35 | 0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.14% | 13.79% | 25.23% |
| Max Drawdown ⓘ | -9.13% | -11.12% | -18.42% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.01 | -0.25 | -0.22 |
| Calmar Ratio ⓘ | 0.10 | -0.13 | -0.07 |
| Sortino Ratio ⓘ | -0.01 | -0.31 | -0.24 |