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 ⓘ | -10.70% | 3.56% | -19.35% |
| Price Trend ⓘ | -0.74 | -0.21 | -0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.24% | 18.27% | 33.18% |
| Max Drawdown ⓘ | -13.46% | -13.46% | -23.08% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.88 | 0.08 | -0.71 |
| Calmar Ratio ⓘ | -0.80 | 0.26 | -0.84 |
| Sortino Ratio ⓘ | -1.29 | 0.13 | -0.87 |