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 ⓘ | -4.97% | -6.89% | -7.72% |
| Price Trend ⓘ | -0.27 | -0.68 | 0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.90% | 16.35% | 29.40% |
| Max Drawdown ⓘ | -10.15% | -18.15% | -27.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | -0.55 | -0.41 |
| Calmar Ratio ⓘ | -0.49 | -0.38 | -0.28 |
| Sortino Ratio ⓘ | -0.70 | -0.61 | -0.56 |