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 ⓘ | 0.15% | -3.10% | -4.79% |
| Price Trend ⓘ | 0.26 | 0.66 | -0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.73% | 38.86% | 48.79% |
| Max Drawdown ⓘ | -14.80% | -28.78% | -39.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.04 | -0.13 | -0.19 |
| Calmar Ratio ⓘ | 0.01 | -0.11 | -0.12 |
| Sortino Ratio ⓘ | -0.07 | -0.16 | -0.23 |