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 ⓘ | -10.31% | 0.39% | -2.93% |
| Price Trend ⓘ | -0.73 | 0.10 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.19% | 27.81% | 34.59% |
| Max Drawdown ⓘ | -16.62% | -17.85% | -17.85% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.92 | -0.05 | -0.20 |
| Calmar Ratio ⓘ | -0.62 | 0.02 | -0.16 |
| Sortino Ratio ⓘ | -1.31 | -0.08 | -0.31 |