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 ⓘ | -14.64% | 5.36% | 1.62% |
| Price Trend ⓘ | 0.03 | -0.44 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.73% | 26.45% | 37.89% |
| Max Drawdown ⓘ | -28.55% | -30.25% | -30.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.71 | 0.13 | -0.06 |
| Calmar Ratio ⓘ | -0.51 | 0.18 | 0.05 |
| Sortino Ratio ⓘ | -0.78 | 0.15 | -0.08 |