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 ⓘ | -7.63% | 3.20% | 1.83% |
| Price Trend ⓘ | -0.56 | -0.46 | 0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.38% | 18.40% | 22.02% |
| Max Drawdown ⓘ | -15.79% | -19.64% | -19.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.64 | 0.07 | -0.10 |
| Calmar Ratio ⓘ | -0.48 | 0.16 | 0.09 |
| Sortino Ratio ⓘ | -0.69 | 0.09 | -0.12 |