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 ⓘ | -8.11% | -9.09% | -2.29% |
| Price Trend ⓘ | -0.47 | -0.13 | 0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.61% | 22.06% | 35.24% |
| Max Drawdown ⓘ | -19.64% | -21.74% | -21.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.67 | -0.50 | -0.18 |
| Calmar Ratio ⓘ | -0.41 | -0.42 | -0.10 |
| Sortino Ratio ⓘ | -0.92 | -0.80 | -0.27 |