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 ⓘ | -6.14% | -7.65% | 3.60% |
| Price Trend ⓘ | 0.01 | -0.70 | 0.02 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.35% | 13.93% | 19.69% |
| Max Drawdown ⓘ | -10.20% | -14.54% | -15.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.68 | -0.68 | -0.02 |
| Calmar Ratio ⓘ | -0.60 | -0.53 | 0.23 |
| Sortino Ratio ⓘ | -0.92 | -1.03 | -0.03 |