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 ⓘ | -12.50% | 5.45% | -5.89% |
| Price Trend ⓘ | -0.88 | 0.65 | 0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.64% | 19.08% | 23.47% |
| Max Drawdown ⓘ | -20.80% | -20.80% | -25.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | 0.19 | -0.42 |
| Calmar Ratio ⓘ | -0.60 | 0.26 | -0.23 |
| Sortino Ratio ⓘ | -0.86 | 0.21 | -0.47 |