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 ⓘ | -3.40% | -3.95% | -2.37% |
| Price Trend ⓘ | 0.33 | -0.68 | 0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.55% | 19.74% | 37.86% |
| Max Drawdown ⓘ | -15.96% | -26.99% | -35.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.32 | -0.30 | -0.17 |
| Calmar Ratio ⓘ | -0.21 | -0.15 | -0.07 |
| Sortino Ratio ⓘ | -0.43 | -0.48 | -0.25 |