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 ⓘ | -7.75% | -16.87% | -7.52% |
| Price Trend ⓘ | -0.66 | -0.32 | 0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.88% | 38.85% | 54.66% |
| Max Drawdown ⓘ | -21.88% | -30.19% | -44.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.42 | -0.49 | -0.21 |
| Calmar Ratio ⓘ | -0.35 | -0.56 | -0.17 |
| Sortino Ratio ⓘ | -0.64 | -0.48 | -0.24 |