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 ⓘ | -12.27% | -2.34% | -13.34% |
| Price Trend ⓘ | -0.92 | 0.20 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.33% | 15.40% | 23.27% |
| Max Drawdown ⓘ | -21.50% | -21.50% | -21.77% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -1.17 | -0.28 | -0.76 |
| Calmar Ratio ⓘ | -0.57 | -0.11 | -0.61 |
| Sortino Ratio ⓘ | -1.64 | -0.43 | -1.20 |