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 ⓘ | -5.72% | 8.51% | -6.88% |
| Price Trend ⓘ | -0.87 | 0.43 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.03% | 16.22% | 24.42% |
| Max Drawdown ⓘ | -19.18% | -19.18% | -22.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | 0.40 | -0.46 |
| Calmar Ratio ⓘ | -0.30 | 0.44 | -0.30 |
| Sortino Ratio ⓘ | -1.33 | 0.83 | -0.80 |