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 ⓘ | -9.74% | -13.76% | -8.27% |
| Price Trend ⓘ | -0.86 | -0.90 | 0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.76% | 13.95% | 25.14% |
| Max Drawdown ⓘ | -12.58% | -23.30% | -23.30% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.10 | -1.13 | -0.50 |
| Calmar Ratio ⓘ | -0.77 | -0.59 | -0.35 |
| Sortino Ratio ⓘ | -1.61 | -1.61 | -0.72 |