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 ⓘ | -8.66% | 2.26% | -9.29% |
| Price Trend ⓘ | 0.06 | 0.60 | 0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.08% | 27.96% | 44.42% |
| Max Drawdown ⓘ | -23.18% | -23.18% | -27.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.50 | 0.01 | -0.30 |
| Calmar Ratio ⓘ | -0.37 | 0.10 | -0.34 |
| Sortino Ratio ⓘ | -0.87 | 0.02 | -0.45 |