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 ⓘ | -0.89% | -5.01% | -11.95% |
| Price Trend ⓘ | 0.13 | -0.33 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.52% | 20.06% | 26.08% |
| Max Drawdown ⓘ | -12.02% | -19.13% | -26.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.11 | -0.34 | -0.61 |
| Calmar Ratio ⓘ | -0.07 | -0.26 | -0.46 |
| Sortino Ratio ⓘ | -0.20 | -0.63 | -0.79 |