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 ⓘ | -9.44% | -13.32% | -9.39% |
| Price Trend ⓘ | -0.38 | -0.90 | -0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.38% | 12.74% | 20.03% |
| Max Drawdown ⓘ | -12.37% | -19.48% | -23.01% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.00 | -1.20 | -0.68 |
| Calmar Ratio ⓘ | -0.76 | -0.68 | -0.41 |
| Sortino Ratio ⓘ | -1.09 | -1.41 | -0.82 |