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 ⓘ | -10.50% | -18.42% | 3.23% |
| Price Trend ⓘ | 0.08 | -0.85 | -0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.46% | 25.10% | 31.90% |
| Max Drawdown ⓘ | -17.06% | -31.52% | -31.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.65 | -0.81 | -0.02 |
| Calmar Ratio ⓘ | -0.62 | -0.58 | 0.10 |
| Sortino Ratio ⓘ | -0.84 | -0.89 | -0.03 |