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 ⓘ | -10.80% | 12.81% | 1.82% |
| Price Trend ⓘ | 0.20 | 0.21 | 0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.16% | 26.10% | 32.38% |
| Max Drawdown ⓘ | -22.02% | -24.38% | -24.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.58 | 0.42 | -0.07 |
| Calmar Ratio ⓘ | -0.49 | 0.53 | 0.07 |
| Sortino Ratio ⓘ | -1.19 | 0.85 | -0.13 |