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 ⓘ | -0.98% | -2.60% | 1.21% |
| Price Trend ⓘ | 0.39 | -0.36 | 0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.56% | 16.52% | 28.29% |
| Max Drawdown ⓘ | -10.83% | -15.43% | -24.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | -0.28 | -0.11 |
| Calmar Ratio ⓘ | -0.09 | -0.17 | 0.05 |
| Sortino Ratio ⓘ | -0.24 | -0.34 | -0.14 |