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 ⓘ | -3.07% | 3.98% | -3.65% |
| Price Trend ⓘ | -0.84 | -0.14 | 0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.67% | 10.80% | 20.14% |
| Max Drawdown ⓘ | -8.37% | -8.37% | -21.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.53 | 0.18 | -0.39 |
| Calmar Ratio ⓘ | -0.37 | 0.48 | -0.17 |
| Sortino Ratio ⓘ | -0.91 | 0.32 | -0.58 |