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 ⓘ | -0.76% | -5.83% | 0.59% |
| Price Trend ⓘ | 0.10 | -0.77 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 3.53% | 6.18% | 7.92% |
| Max Drawdown ⓘ | -2.75% | -8.64% | -10.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.52 | -1.28 | -0.50 |
| Calmar Ratio ⓘ | -0.28 | -0.67 | 0.06 |
| Sortino Ratio ⓘ | -0.88 | -1.79 | -0.71 |