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 ⓘ | -0.44% | -10.81% | -13.72% |
| Price Trend ⓘ | -0.78 | -0.68 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.03% | 16.57% | 26.04% |
| Max Drawdown ⓘ | -14.81% | -19.45% | -24.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.11 | -0.77 | -0.68 |
| Calmar Ratio ⓘ | -0.03 | -0.56 | -0.57 |
| Sortino Ratio ⓘ | -0.20 | -1.53 | -1.09 |