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 ⓘ | -5.63% | -5.88% | 7.66% |
| Price Trend ⓘ | 0.27 | -0.17 | 0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.88% | 13.61% | 23.09% |
| Max Drawdown ⓘ | -8.30% | -9.71% | -15.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | -0.58 | 0.15 |
| Calmar Ratio ⓘ | -0.68 | -0.61 | 0.51 |
| Sortino Ratio ⓘ | -0.93 | -0.86 | 0.19 |