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 ⓘ | -4.56% | 4.08% | -1.33% |
| Price Trend ⓘ | 0.38 | 0.33 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.65% | 15.97% | 28.17% |
| Max Drawdown ⓘ | -8.79% | -10.18% | -20.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.47 | 0.13 | -0.19 |
| Calmar Ratio ⓘ | -0.52 | 0.40 | -0.06 |
| Sortino Ratio ⓘ | -0.61 | 0.17 | -0.23 |