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 ⓘ | -2.42% | -12.86% | -26.58% |
| Price Trend ⓘ | 0.39 | -0.78 | -0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.06% | 25.31% | 38.26% |
| Max Drawdown ⓘ | -13.48% | -27.34% | -37.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.17 | -0.59 | -0.80 |
| Calmar Ratio ⓘ | -0.18 | -0.47 | -0.71 |
| Sortino Ratio ⓘ | -0.21 | -0.85 | -1.28 |