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 ⓘ | -34.19% | -33.06% | -4.13% |
| Price Trend ⓘ | -0.96 | -0.63 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.17% | 23.18% | 34.97% |
| Max Drawdown ⓘ | -34.95% | -37.67% | -37.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -2.05 | -1.51 | -0.24 |
| Calmar Ratio ⓘ | -0.98 | -0.88 | -0.11 |
| Sortino Ratio ⓘ | -2.67 | -2.10 | -0.35 |