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 ⓘ | -0.99% | -6.71% | -9.49% |
| Price Trend ⓘ | 0.18 | 0.35 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.45% | 37.61% | 43.32% |
| Max Drawdown ⓘ | -12.11% | -28.35% | -35.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | -0.23 | -0.32 |
| Calmar Ratio ⓘ | -0.08 | -0.24 | -0.27 |
| Sortino Ratio ⓘ | -0.27 | -0.29 | -0.42 |