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 ⓘ | -1.32% | 3.19% | -5.41% |
| Price Trend ⓘ | -0.29 | -0.21 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.05% | 18.00% | 23.55% |
| Max Drawdown ⓘ | -9.54% | -16.97% | -16.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.20 | 0.08 | -0.40 |
| Calmar Ratio ⓘ | -0.14 | 0.19 | -0.32 |
| Sortino Ratio ⓘ | -0.36 | 0.10 | -0.51 |