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 ⓘ | -5.86% | 0.52% | -13.48% |
| Price Trend ⓘ | -0.80 | -0.56 | -0.72 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.62% | 15.92% | 20.58% |
| Max Drawdown ⓘ | -10.47% | -13.83% | -21.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.81 | -0.10 | -0.88 |
| Calmar Ratio ⓘ | -0.56 | 0.04 | -0.61 |
| Sortino Ratio ⓘ | -1.30 | -0.15 | -1.18 |