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 ⓘ | -15.92% | 3.00% | -6.86% |
| Price Trend ⓘ | -0.92 | 0.14 | 0.10 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.98% | 34.62% | 47.80% |
| Max Drawdown ⓘ | -25.25% | -32.03% | -32.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.06 | 0.03 | -0.24 |
| Calmar Ratio ⓘ | -0.63 | 0.09 | -0.21 |
| Sortino Ratio ⓘ | -1.36 | 0.04 | -0.36 |