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% | 0.08% | -7.15% |
| Price Trend ⓘ | -0.83 | 0.45 | -0.18 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.22% | 16.86% | 21.45% |
| Max Drawdown ⓘ | -16.53% | -16.53% | -20.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.10 | -0.52 |
| Calmar Ratio ⓘ | -0.58 | 0.00 | -0.35 |
| Sortino Ratio ⓘ | -1.39 | -0.19 | -0.81 |