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 ⓘ | -0.39% | -11.63% | -18.75% |
| Price Trend ⓘ | -0.27 | -0.59 | -0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.78% | 22.13% | 34.85% |
| Max Drawdown ⓘ | -17.10% | -20.53% | -35.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | -0.62 | -0.66 |
| Calmar Ratio ⓘ | -0.02 | -0.57 | -0.53 |
| Sortino Ratio ⓘ | -0.10 | -0.84 | -0.88 |