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 ⓘ | -1.25% | 1.53% | -13.17% |
| Price Trend ⓘ | -0.39 | -0.15 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.28% | 17.98% | 21.28% |
| Max Drawdown ⓘ | -9.60% | -14.43% | -22.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.19 | -0.02 | -0.80 |
| Calmar Ratio ⓘ | -0.13 | 0.11 | -0.58 |
| Sortino Ratio ⓘ | -0.31 | -0.02 | -1.00 |