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 ⓘ | -3.29% | 4.62% | -18.25% |
| Price Trend ⓘ | 0.40 | -0.55 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 23.05% | 29.78% | 40.89% |
| Max Drawdown ⓘ | -21.97% | -27.30% | -41.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.18 | 0.09 | -0.54 |
| Calmar Ratio ⓘ | -0.15 | 0.17 | -0.44 |
| Sortino Ratio ⓘ | -0.27 | 0.15 | -0.73 |