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 ⓘ | -12.60% | -13.99% | -4.34% |
| Price Trend ⓘ | -0.89 | -0.72 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.02% | 16.19% | 26.43% |
| Max Drawdown ⓘ | -17.20% | -17.22% | -20.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.23 | -0.99 | -0.32 |
| Calmar Ratio ⓘ | -0.73 | -0.81 | -0.21 |
| Sortino Ratio ⓘ | -1.50 | -1.35 | -0.48 |