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 ⓘ | -9.67% | -11.96% | -10.60% |
| Price Trend ⓘ | -0.57 | -0.76 | 0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.64% | 22.46% | 33.47% |
| Max Drawdown ⓘ | -15.21% | -23.33% | -29.16% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -0.62 | -0.44 |
| Calmar Ratio ⓘ | -0.64 | -0.51 | -0.36 |
| Sortino Ratio ⓘ | -1.07 | -0.89 | -0.56 |