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 ⓘ | -0.84% | -15.67% | -14.75% |
| Price Trend ⓘ | -0.67 | -0.83 | -0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.25% | 26.60% | 38.85% |
| Max Drawdown ⓘ | -22.87% | -33.11% | -37.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.08 | -0.66 | -0.48 |
| Calmar Ratio ⓘ | -0.04 | -0.47 | -0.40 |
| Sortino Ratio ⓘ | -0.09 | -0.77 | -0.60 |