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 ⓘ | 0.94% | -40.27% | -42.31% |
| Price Trend ⓘ | -0.43 | -0.88 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.97% | 33.13% | 37.64% |
| Max Drawdown ⓘ | -26.84% | -47.87% | -56.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.00 | -1.27 | -1.23 |
| Calmar Ratio ⓘ | 0.03 | -0.84 | -0.75 |
| Sortino Ratio ⓘ | 0.00 | -1.82 | -1.61 |