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 ⓘ | -3.35% | -6.82% | -0.75% |
| Price Trend ⓘ | 0.25 | -0.72 | -0.43 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.18% | 18.93% | 35.12% |
| Max Drawdown ⓘ | -13.11% | -21.74% | -23.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.30 | -0.47 | -0.14 |
| Calmar Ratio ⓘ | -0.26 | -0.31 | -0.03 |
| Sortino Ratio ⓘ | -0.37 | -0.67 | -0.18 |