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 ⓘ | -3.98% | -15.28% | -10.93% |
| Price Trend ⓘ | -0.05 | -0.77 | -0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.70% | 22.57% | 36.14% |
| Max Drawdown ⓘ | -12.67% | -22.22% | -26.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.39 | -0.76 | -0.42 |
| Calmar Ratio ⓘ | -0.31 | -0.69 | -0.41 |
| Sortino Ratio ⓘ | -0.61 | -0.97 | -0.55 |