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 ⓘ | -12.11% | -12.24% | 0.48% |
| Price Trend ⓘ | 0.04 | -0.70 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.97% | 25.13% | 30.70% |
| Max Drawdown ⓘ | -16.53% | -25.32% | -25.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.93 | -0.56 | -0.11 |
| Calmar Ratio ⓘ | -0.73 | -0.48 | 0.02 |
| Sortino Ratio ⓘ | -1.46 | -0.64 | -0.13 |