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 ⓘ | -0.44% | 5.50% | -10.21% |
| Price Trend ⓘ | 0.46 | 0.37 | -0.57 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.58% | 18.39% | 32.71% |
| Max Drawdown ⓘ | -10.78% | -11.95% | -26.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.10 | 0.20 | -0.43 |
| Calmar Ratio ⓘ | -0.04 | 0.46 | -0.38 |
| Sortino Ratio ⓘ | -0.16 | 0.34 | -0.47 |