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 ⓘ | -10.53% | -24.51% | -7.13% |
| Price Trend ⓘ | 0.24 | -0.33 | -0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.12% | 41.08% | 52.86% |
| Max Drawdown ⓘ | -24.09% | -38.17% | -38.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.55 | -0.65 | -0.22 |
| Calmar Ratio ⓘ | -0.44 | -0.64 | -0.19 |
| Sortino Ratio ⓘ | -0.83 | -0.95 | -0.35 |