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 ⓘ | -0.46% | -20.75% | -14.83% |
| Price Trend ⓘ | 0.01 | -0.76 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.50% | 24.98% | 31.06% |
| Max Drawdown ⓘ | -16.04% | -32.67% | -33.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | -0.91 | -0.61 |
| Calmar Ratio ⓘ | -0.03 | -0.64 | -0.44 |
| Sortino Ratio ⓘ | -0.07 | -0.79 | -0.62 |