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 ⓘ | -4.52% | -12.17% | 1.63% |
| Price Trend ⓘ | -0.22 | 0.32 | -0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.65% | 27.45% | 37.05% |
| Max Drawdown ⓘ | -14.24% | -26.74% | -37.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.34 | -0.52 | -0.08 |
| Calmar Ratio ⓘ | -0.32 | -0.46 | 0.04 |
| Sortino Ratio ⓘ | -0.36 | -0.67 | -0.09 |