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 ⓘ | -4.00% | 3.84% | -8.31% |
| Price Trend ⓘ | -0.33 | 0.19 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.98% | 17.02% | 21.70% |
| Max Drawdown ⓘ | -13.23% | -13.23% | -24.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.46 | 0.10 | -0.59 |
| Calmar Ratio ⓘ | -0.30 | 0.29 | -0.33 |
| Sortino Ratio ⓘ | -0.54 | 0.14 | -0.83 |