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 ⓘ | -7.05% | -5.48% | -1.88% |
| Price Trend ⓘ | 0.31 | 0.68 | -0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.58% | 59.92% | 90.83% |
| Max Drawdown ⓘ | -24.04% | -34.33% | -61.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.24 | -0.13 | -0.07 |
| Calmar Ratio ⓘ | -0.29 | -0.16 | -0.03 |
| Sortino Ratio ⓘ | -0.40 | -0.20 | -0.13 |