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 ⓘ | -3.89% | -4.15% | 1.78% |
| Price Trend ⓘ | 0.25 | 0.58 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 25.17% | 27.89% | 36.21% |
| Max Drawdown ⓘ | -21.49% | -21.49% | -21.49% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | -0.22 | -0.06 |
| Calmar Ratio ⓘ | -0.18 | -0.19 | 0.08 |
| Sortino Ratio ⓘ | -0.27 | -0.30 | -0.09 |