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 ⓘ | -9.37% | -9.74% | -7.05% |
| Price Trend ⓘ | -0.57 | -0.61 | 0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.27% | 16.87% | 26.64% |
| Max Drawdown ⓘ | -14.44% | -17.78% | -18.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.84 | -0.70 | -0.42 |
| Calmar Ratio ⓘ | -0.65 | -0.55 | -0.38 |
| Sortino Ratio ⓘ | -1.11 | -0.92 | -0.62 |