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 ⓘ | -8.27% | -0.82% | -2.32% |
| Price Trend ⓘ | -0.82 | -0.19 | 0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.13% | 21.87% | 33.82% |
| Max Drawdown ⓘ | -15.21% | -15.21% | -23.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.61 | -0.12 | -0.19 |
| Calmar Ratio ⓘ | -0.54 | -0.05 | -0.10 |
| Sortino Ratio ⓘ | -1.15 | -0.25 | -0.21 |