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 ⓘ | -2.97% | -0.25% | -3.30% |
| Price Trend ⓘ | 0.18 | 0.38 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.50% | 21.70% | 35.64% |
| Max Drawdown ⓘ | -17.38% | -18.93% | -26.81% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.29 | -0.11 | -0.21 |
| Calmar Ratio ⓘ | -0.17 | -0.01 | -0.12 |
| Sortino Ratio ⓘ | -0.33 | -0.12 | -0.28 |