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 ⓘ | -3.11% | -9.64% | -1.44% |
| Price Trend ⓘ | -0.64 | -0.74 | -0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.04% | 14.46% | 23.67% |
| Max Drawdown ⓘ | -12.60% | -15.16% | -15.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.37 | -0.80 | -0.24 |
| Calmar Ratio ⓘ | -0.25 | -0.64 | -0.09 |
| Sortino Ratio ⓘ | -0.61 | -1.31 | -0.30 |