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 ⓘ | -2.10% | 0.66% | -6.07% |
| Price Trend ⓘ | -0.12 | 0.59 | 0.61 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.20% | 21.68% | 37.73% |
| Max Drawdown ⓘ | -15.02% | -15.02% | -42.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.18 | -0.06 | -0.27 |
| Calmar Ratio ⓘ | -0.14 | 0.04 | -0.14 |
| Sortino Ratio ⓘ | -0.26 | -0.08 | -0.30 |