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 ⓘ | -11.19% | 6.65% | -3.26% |
| Price Trend ⓘ | -0.45 | 0.57 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.77% | 18.79% | 32.17% |
| Max Drawdown ⓘ | -21.56% | -21.56% | -26.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.03 | 0.25 | -0.23 |
| Calmar Ratio ⓘ | -0.52 | 0.31 | -0.12 |
| Sortino Ratio ⓘ | -1.65 | 0.52 | -0.38 |