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 ⓘ | -6.41% | -7.13% | 4.28% |
| Price Trend ⓘ | -0.56 | -0.59 | 0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.61% | 15.96% | 26.09% |
| Max Drawdown ⓘ | -13.71% | -17.32% | -21.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.54 | -0.57 | 0.01 |
| Calmar Ratio ⓘ | -0.47 | -0.41 | 0.20 |
| Sortino Ratio ⓘ | -0.58 | -0.65 | 0.01 |