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 ⓘ | 0.28% | -2.76% | -13.89% |
| Price Trend ⓘ | -0.07 | 0.36 | 0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.91% | 17.71% | 26.15% |
| Max Drawdown ⓘ | -12.29% | -15.56% | -20.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | -0.27 | -0.69 |
| Calmar Ratio ⓘ | 0.02 | -0.18 | -0.67 |
| Sortino Ratio ⓘ | -0.11 | -0.27 | -0.73 |