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 ⓘ | -19.78% | -7.96% | -21.87% |
| Price Trend ⓘ | -0.91 | 0.25 | -0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.34% | 32.70% | 50.34% |
| Max Drawdown ⓘ | -29.56% | -29.56% | -43.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.08 | -0.31 | -0.53 |
| Calmar Ratio ⓘ | -0.67 | -0.27 | -0.50 |
| Sortino Ratio ⓘ | -1.70 | -0.53 | -0.69 |