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 ⓘ | -24.92% | -8.44% | -15.02% |
| Price Trend ⓘ | -0.96 | -0.51 | 0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.90% | 20.15% | 32.23% |
| Max Drawdown ⓘ | -26.79% | -32.34% | -32.34% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.74 | -0.52 | -0.60 |
| Calmar Ratio ⓘ | -0.93 | -0.26 | -0.46 |
| Sortino Ratio ⓘ | -1.88 | -0.64 | -0.76 |