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 ⓘ | -12.08% | -7.28% | -9.79% |
| Price Trend ⓘ | -0.83 | -0.73 | 0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.37% | 14.51% | 29.42% |
| Max Drawdown ⓘ | -14.22% | -17.80% | -30.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.15 | -0.64 | -0.48 |
| Calmar Ratio ⓘ | -0.85 | -0.41 | -0.32 |
| Sortino Ratio ⓘ | -1.29 | -0.83 | -0.64 |