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 ⓘ | -11.14% | 2.37% | -15.60% |
| Price Trend ⓘ | -0.94 | 0.06 | -0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.42% | 18.69% | 30.66% |
| Max Drawdown ⓘ | -17.05% | -17.05% | -27.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.90 | 0.02 | -0.65 |
| Calmar Ratio ⓘ | -0.65 | 0.14 | -0.56 |
| Sortino Ratio ⓘ | -1.10 | 0.02 | -0.85 |