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 ⓘ | -1.81% | -0.86% | -6.60% |
| Price Trend ⓘ | 0.24 | -0.52 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.94% | 19.69% | 24.33% |
| Max Drawdown ⓘ | -12.85% | -20.25% | -24.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.21 | -0.14 | -0.43 |
| Calmar Ratio ⓘ | -0.14 | -0.04 | -0.26 |
| Sortino Ratio ⓘ | -0.48 | -0.20 | -0.61 |