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 ⓘ | -6.11% | 4.40% | -19.20% |
| Price Trend ⓘ | -0.78 | -0.14 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.47% | 20.61% | 26.59% |
| Max Drawdown ⓘ | -15.56% | -15.56% | -31.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | 0.11 | -0.89 |
| Calmar Ratio ⓘ | -0.39 | 0.28 | -0.60 |
| Sortino Ratio ⓘ | -0.41 | 0.11 | -0.93 |