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 ⓘ | -3.75% | -9.71% | -5.29% |
| Price Trend ⓘ | -0.76 | -0.83 | -0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.76% | 12.60% | 21.38% |
| Max Drawdown ⓘ | -9.38% | -15.92% | -17.38% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.54 | -0.93 | -0.45 |
| Calmar Ratio ⓘ | -0.40 | -0.61 | -0.30 |
| Sortino Ratio ⓘ | -0.76 | -1.36 | -0.60 |