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 ⓘ | -14.54% | -1.76% | -34.53% |
| Price Trend ⓘ | -0.78 | 0.36 | -0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.05% | 23.07% | 39.18% |
| Max Drawdown ⓘ | -22.65% | -22.65% | -43.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.86 | -0.17 | -0.99 |
| Calmar Ratio ⓘ | -0.64 | -0.08 | -0.80 |
| Sortino Ratio ⓘ | -1.20 | -0.25 | -1.15 |