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 ⓘ | -5.33% | -2.48% | 1.26% |
| Price Trend ⓘ | -0.73 | -0.33 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.50% | 13.27% | 21.22% |
| Max Drawdown ⓘ | -11.97% | -13.30% | -13.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.60 | -0.34 | -0.14 |
| Calmar Ratio ⓘ | -0.45 | -0.19 | 0.09 |
| Sortino Ratio ⓘ | -0.70 | -0.46 | -0.18 |