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 ⓘ | -8.27% | 15.66% | -1.43% |
| Price Trend ⓘ | -0.11 | 0.53 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.93% | 28.57% | 33.79% |
| Max Drawdown ⓘ | -18.52% | -19.26% | -24.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | 0.48 | -0.16 |
| Calmar Ratio ⓘ | -0.45 | 0.81 | -0.06 |
| Sortino Ratio ⓘ | -0.80 | 0.96 | -0.29 |