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 ⓘ | -9.64% | 0.49% | -7.17% |
| Price Trend ⓘ | -0.89 | 0.53 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.97% | 18.51% | 27.77% |
| Max Drawdown ⓘ | -16.84% | -16.84% | -26.58% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.07 | -0.40 |
| Calmar Ratio ⓘ | -0.57 | 0.03 | -0.27 |
| Sortino Ratio ⓘ | -1.08 | -0.11 | -0.60 |