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 ⓘ | -3.67% | 4.71% | 3.27% |
| Price Trend ⓘ | -0.77 | -0.16 | -0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.16% | 21.18% | 34.42% |
| Max Drawdown ⓘ | -14.89% | -15.99% | -26.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | 0.13 | -0.03 |
| Calmar Ratio ⓘ | -0.25 | 0.29 | 0.13 |
| Sortino Ratio ⓘ | -0.35 | 0.18 | -0.04 |