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 ⓘ | -15.22% | -16.73% | -9.35% |
| Price Trend ⓘ | -0.33 | -0.80 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.89% | 17.61% | 25.14% |
| Max Drawdown ⓘ | -19.47% | -24.16% | -31.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.16 | -1.06 | -0.54 |
| Calmar Ratio ⓘ | -0.78 | -0.69 | -0.30 |
| Sortino Ratio ⓘ | -1.44 | -1.24 | -0.65 |