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 ⓘ | -7.07% | -11.74% | -6.93% |
| Price Trend ⓘ | -0.87 | -0.84 | -0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.98% | 15.99% | 27.00% |
| Max Drawdown ⓘ | -14.67% | -17.87% | -19.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.73 | -0.86 | -0.41 |
| Calmar Ratio ⓘ | -0.48 | -0.66 | -0.35 |
| Sortino Ratio ⓘ | -1.67 | -1.52 | -0.67 |