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 ⓘ | -14.81% | -9.78% | -8.30% |
| Price Trend ⓘ | -0.62 | -0.25 | 0.41 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.03% | 18.12% | 28.39% |
| Max Drawdown ⓘ | -16.70% | -20.08% | -23.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.31 | -0.65 | -0.44 |
| Calmar Ratio ⓘ | -0.89 | -0.49 | -0.36 |
| Sortino Ratio ⓘ | -1.44 | -0.91 | -0.64 |