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 ⓘ | 0.62% | -4.69% | -16.65% |
| Price Trend ⓘ | 0.52 | -0.28 | -0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.63% | 31.99% | 58.01% |
| Max Drawdown ⓘ | -19.50% | -32.73% | -42.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.02 | -0.21 | -0.37 |
| Calmar Ratio ⓘ | 0.03 | -0.14 | -0.39 |
| Sortino Ratio ⓘ | -0.02 | -0.25 | -0.40 |