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 ⓘ | -12.74% | -19.51% | -4.26% |
| Price Trend ⓘ | -0.88 | -0.39 | -0.07 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.04% | 20.41% | 24.93% |
| Max Drawdown ⓘ | -15.14% | -24.83% | -26.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.25 | -1.06 | -0.35 |
| Calmar Ratio ⓘ | -0.84 | -0.79 | -0.16 |
| Sortino Ratio ⓘ | -1.68 | -1.50 | -0.48 |