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 ⓘ | 0.39% | -4.13% | -14.56% |
| Price Trend ⓘ | 0.55 | -0.42 | -0.87 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.45% | 11.38% | 23.14% |
| Max Drawdown ⓘ | -4.70% | -10.47% | -33.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.07 | -0.53 | -0.80 |
| Calmar Ratio ⓘ | 0.08 | -0.39 | -0.43 |
| Sortino Ratio ⓘ | -0.15 | -1.04 | -1.04 |