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 ⓘ | -0.42% | -10.05% | -9.95% |
| Price Trend ⓘ | 0.21 | 0.17 | -0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.69% | 27.72% | 32.42% |
| Max Drawdown ⓘ | -9.13% | -26.75% | -30.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.13 | -0.44 | -0.45 |
| Calmar Ratio ⓘ | -0.05 | -0.38 | -0.32 |
| Sortino Ratio ⓘ | -0.21 | -0.50 | -0.54 |