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 ⓘ | -7.73% | -10.85% | 3.80% |
| Price Trend ⓘ | -0.83 | -0.92 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.54% | 10.69% | 18.19% |
| Max Drawdown ⓘ | -11.74% | -17.12% | -17.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.15 | -1.20 | -0.02 |
| Calmar Ratio ⓘ | -0.66 | -0.63 | 0.22 |
| Sortino Ratio ⓘ | -1.92 | -1.94 | -0.03 |