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 ⓘ | -9.15% | -11.69% | 2.74% |
| Price Trend ⓘ | -0.85 | -0.72 | 0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.16% | 17.66% | 28.54% |
| Max Drawdown ⓘ | -15.95% | -20.06% | -21.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.83 | -0.77 | -0.05 |
| Calmar Ratio ⓘ | -0.57 | -0.58 | 0.13 |
| Sortino Ratio ⓘ | -1.16 | -0.93 | -0.06 |