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 ⓘ | -0.80% | -7.13% | -27.10% |
| Price Trend ⓘ | -0.03 | -0.84 | -0.82 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.92% | 23.93% | 37.45% |
| Max Drawdown ⓘ | -20.32% | -30.28% | -42.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.09 | -0.38 | -0.83 |
| Calmar Ratio ⓘ | -0.04 | -0.24 | -0.63 |
| Sortino Ratio ⓘ | -0.11 | -0.50 | -0.95 |