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 ⓘ | -3.50% | -5.07% | -11.28% |
| Price Trend ⓘ | -0.50 | -0.44 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.13% | 18.95% | 28.06% |
| Max Drawdown ⓘ | -12.75% | -14.90% | -28.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.41 | -0.38 | -0.56 |
| Calmar Ratio ⓘ | -0.27 | -0.34 | -0.40 |
| Sortino Ratio ⓘ | -0.65 | -0.51 | -0.64 |